The Main Themes in Three Simple Tables
Preface
Introduction
Part I Active Investment
Chapter 1 Understanding Hedge Funds and Other Smart Money
Chapter 2 Evaluating Trading Strategies: Performance Measures
Chapter 3 Finding and Backtesting Strategies: Profiting in Efficiently Inefficient Markets
Chapter 4 Portfolio Construction and Risk Management
Chapter 5 Trading and Financing a Strategy: Market and Funding Liquidity
Part II Equity Strategies
Chapter 6 Introduction to Equity Valuation and Investing
Chapter 7 Discretionary Equity Investing
Interview with Lee S. Ainslie III of Maverick Capital
Chapter 8 Dedicated Short Bias
Interview with James Chanos of Kynikos Associates
Chapter 9 Quantitative Equity Investing
Interview with Cliff Asness of AQR Capital Management
Part III Asset Allocation and Macro Strategies
Chapter 10 Introduction to Asset Allocation: The Returns to the Major Asset Classes
Chapter 11 Global Macro Investing
Interview with George Soros of Soros Fund Management
Chapter 12 Managed Futures: Trend-Following Investing
Interview with David Harding of Winton Capital Management
Part IV Arbitrage Strategies
Chapter 13 Introduction to Arbitrage Pricing and Trading
Chapter 14 Fixed-Income Arbitrage
Interview with Nobel Laureate Myron Scholes
Chapter 15 Convertible Bond Arbitrage
Interview with Ken Griffin of Citadel
Chapter 16 Event-Driven Investments
Interview with John A. Paulson of Paulson & Co.
References