Efficiently Inefficient pdf epub mobi txt 電子書 下載2025
Lasse Heje Pedersen is a finance professor at Copenhagen Business School and New York University’s Stern School of Business, and a principal at AQR Capital Management. A distinguished financial economist, he has won a number of awards, notably the Bernácer Prize, awarded to European economists under forty who have made outstanding contributions in macroeconomics and finance.
- 金融
- 投資
- 對衝基金
- 策略
- 交易
- finance
- 經濟
- 量化交易
Efficiently Inefficient describes the key trading strategies used by hedge funds and demystifies the secret world of active investing. Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money—and why they sometimes don’t.
Pedersen views markets as neither perfectly efficient nor completely inefficient. Rather, they are inefficient enough that money managers can be compensated for their costs through the profits of their trading strategies and efficient enough that the profits after costs do not encourage additional active investing. Understanding how to trade in this efficiently inefficient market provides a new, engaging way to learn finance. Pedersen analyzes how the market price of stocks and bonds can differ from the model price, leading to new perspectives on the relationship between trading results and finance theory. He explores several different areas in depth—fundamental tools for investment management, equity strategies, macro strategies, and arbitrage strategies—and he looks at such diverse topics as portfolio choice, risk management, equity valuation, and yield curve logic. The book’s strategies are illuminated further by interviews with leading hedge fund managers: Lee Ainslie, Cliff Asness, Jim Chanos, Ken Griffin, David Harding, John Paulson, Myron Scholes, and George Soros.
Efficiently Inefficient effectively demonstrates how financial markets really work.
具體描述
讀後感
Distinguished Papers Nicolae Gârleanu and Lasse Heje Pedersen Efficiently Inefficient Markets for Assets and Asset Management August 2018 James Dow and Jungsuk Han The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidit...
評分 評分Distinguished Papers Nicolae Gârleanu and Lasse Heje Pedersen Efficiently Inefficient Markets for Assets and Asset Management August 2018 James Dow and Jungsuk Han The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidit...
評分一本有关量化投资策略的好书，是我读过的最好的量化策略书籍之一。Pedersen是难得的在学术界和投资业界都混得很开的人物。这本书很好的融合了众多投资策略的学术文献，同时考虑了普通读者的需求，内容难度不大。 全书分为四部分，第一部分主要讲解投资策略的回测与衡量；第二...
評分一本有关量化投资策略的好书，是我读过的最好的量化策略书籍之一。Pedersen是难得的在学术界和投资业界都混得很开的人物。这本书很好的融合了众多投资策略的学术文献，同时考虑了普通读者的需求，内容难度不大。 全书分为四部分，第一部分主要讲解投资策略的回测与衡量；第二...
用戶評價
AQR齣品，必屬精品
评分非常好的對衝基金類型的總結，某些類似“骨骼”這樣的內容還真得是內行人纔能有深入的從上至下的理解。評價區有覺得此書太淺的，可能是對於行業認識有誤差。策略和執行本來就是在這行業的生存之道，是不可能也不會有人會全麵解鎖的。換一個說法，能解鎖的必然已經是不太可能獲利的模式。
评分'We waited and they went to zero.' Extremely well-written book, with excellent framing, logic and examples, by a successful academic with real industry experience. Outrageously recommended for the ones who want a job in hedge funds.
评分百科全書式的介紹美國對衝基金的交易策略，不是很深入，但足夠所有有想法的人閱讀。例子深入淺齣，是真實的市場，一個非理性和理想共存的市場，從學者角度來看尤為可貴。金融是社會科學，是人的科學。
评分Excellent overview of hedge fund strategies & interviews with top alpha hunters
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