Alternative Beta Strategies and Hedge Fund ReplicationISBN: 978-0-470-75446-7
Hardcover
272 pages
October 2008
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
Lars Jaeger holds a PhD degree in theoretical physics from
the Max-Planck Institute for Physics of Complex Systems, Dresden.
He studied physics and philosophy at the University of Bonn,
Germany, and Ã?cole Polytechnique, Paris. After his
post-doctorate studies in Dresden, Lars began his finance career as
a quantitative researcher on econometric and mathematical modeling
of financial markets at Olsen & Associates AG in Zurich. He
subsequently joined the Hedge Fund group of Credit Suisse Asset
management, where he was responsible for risk management and
quantitative strategy analysis. Lars is a founding partner of
saisGroup, an investment firm specializing on alternative
investment strategies which in 2001 merged with Partners Group,
where he is now a partner heading the group â??Alternative
Beta Strategesâ??. Lars holds the CFA charter and is a
certified Financial Risk Manager (FRM). He is the author of
numerous research publications and the books Risk Management of
Alternative Investment Strategies, published in 2002 with
Financial Times Prentice Hall, The New Generation of Risk
Management for Hedge Funds and Private Equity (ed.) published
by Euromoney in 2003, and Through the Alpha Smokescreen: A guide
to hedge fund return sources, published by Institutional
Investors (2005). Lars lives with his wife and three children near
Zurich, Switzerland.