Электронная книга: David Hampton «Hedge Fund Modelling and Analysis using MATLAB»

Hedge Fund Modelling and Analysis using MATLAB

The second book in Darbyshire and Hampton’s Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB® takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB®. This allows for a more detailed analysis of some of the more computationally intensive and advanced topics, such as hedge fund classification, performance measurement and mean-variance optimisation. Darbyshire and Hampton’s first book in the series, Hedge Fund Modelling and Analysis Using Excel&and VBA, is seen as a valuable supplementary text to this book. Starting with an overview of the hedge fund industry the book then looks at a variety of commercially available hedge fund data sources. After covering key statistical techniques and methods, the book discusses mean-variance optimisation, hedge fund classification and performance with an emphasis on risk-adjusted return metrics. Finally, common hedge fund market risk management techniques, such as traditional Value-at-Risk methods, modified extensions and expected shortfall are covered. The book’s dedicated website, www.darbyshirehampton.com provides free downloads of all the data and MATLAB® source code, as well as other useful resources. Hedge Fund Modelling and Analysis Using MATLAB® serves as a definitive introductory guide to hedge fund modelling and analysis and will provide investors, industry practitioners and students alike with a useful range of tools and techniques for analysing and estimating alpha and beta sources of return, performing manager ranking and market risk management.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9781119967675

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David Hampton

David Hampton

Mug shot of David Hampton, taken by New York State Department of Correctional Services on January 10, 1985, after Hampton was arrested for attempted burglary.
Born April 28, 1964(1964-04-28)
Buffalo, New York
Died July 18, 2003(2003-07-18) (aged 39)[1]
Passaic, New Jersey
Alias(es) David Poitier, Patrick Owens, Antonio Jones, David Hampton-Montilio
Charge(s) Fraud, fare-beating, credit-card theft, threats of violence, burglary, harassment
Conviction(s) Attempted burglary
Penalty Twenty-one month prison term
Status Deceased

David Hampton (April 4, 1964 – July 18, 2003) was an American con artist who gained infamy in the 1980s after milking a group of wealthy Manhattanites out of thousands of dollars by convincing them he was Sidney Poitier's son. His story became the inspiration for a play and later a movie, titled Six Degrees of Separation.



Hampton, eldest son of an attorney in Buffalo, moved to New York City in 1981 and stumbled upon his now-famous ruse in 1983, when he and a friend were trying to get into Studio 54. Unable to gain entry, Hampton's friend decided to pose as Gregory Peck's son, while Hampton assumed the identity of Sidney Poitier's son. They were ushered in as celebrities. Hampton began employing the persona of "David Poitier" to cadge free meals in restaurants. He also persuaded at least a dozen people into letting him stay with them in their homes or to give him money, including Melanie Griffith; Gary Sinise; Calvin Klein; John Jay Iselin, the president of WNET; Osborn Elliott, the dean of the Columbia University Graduate School of Journalism; and a Manhattan urologist. He told some of them that he was a friend of their children, some that he had just missed his plane to Los Angeles and that all his luggage was on it, some that his belongings had been stolen.

In October 1983, Hampton was arrested and convicted for his frauds and was ordered to pay restitution of $4,490 to his various victims. He was also banned from New York City. After he refused to comply with these terms, he was sentenced to a term of 18 months to 4 years in prison.

Due to eventual wider knowledge of the film Six Degrees of Separation, Hampton evolved other false identities and traveled extensively to find new victims for his cons. Hampton was in and out of prison in numerous states, and was interviewed during each break from incarceration by a journalist with The Justice Files, seen in the USA on the Discovery Channel.

After swearing he had changed his life, Hampton continued traveling at least as late as 1996, where he found a large number of men who, even if they'd heard of his notoriety from the East Coast, had never seen his picture or the press, allowing him to move about unnoticed and work on numerous victims at one time. Example: in Spring 1996, Hampton arrived in Seattle, Washington, USA posing as Antonio de Montilio, the son of a wealthy District of Columbia physician. Due to his light skin color, victims claimed he could easily be believed as the Puerto Rican he claimed. Typically, his story was colorful. Hampton claimed to have been mugged upon arriving in Seattle early for a work assignment for Vogue magazine. He was to interview Bill Gates but was suddenly in peril as his wallet was stolen and nothing could be replaced until that weekend was over. Hampton managed to woo two friends within blocks of each other without their being aware that he was working them both. It is believed that he was first drawn to one victim, Justin Baird, a local actor, since Baird had been identified at RPlace as the official taking in fundraising dollars from Bunny Brigade volunteers in that central location as they returned from their collection rounds.

Six Degrees of Separation

Playwright John Guare became interested in Hampton's story through his friendship with two of his duped hosts — Osborn and Inger Elliott, who were outraged to find "David Poitier" in bed with another man the morning after they let him into their home. Six Degrees of Separation opened at Lincoln Center in May 1990, and became a long-running success.[2]

Hampton attempted to turn the play's success to his own advantage, giving interviews to the press, gate-crashing a producers' party, and beginning a campaign of harassment against Guare that included phone calls and death threats, prompting Guare to apply for a restraining order in April 1991, which was unsuccessful. In the fall of 1991, Hampton filed a $100 million lawsuit, claiming that the play had stolen the copyright on his persona and his story. His lawsuit was eventually dismissed.

Even after being caught as a con-artist, Hampton continued his life of crime by duping a play co-ordinator. He claimed he was the actor playing David Hampton in the successful play Six Degrees of Separation, but when caught, he denied knowing the play co-ordinator.


In 2003 David Hampton died of AIDS-related complications while being treated for his illness in a Manhattan hospital.


External links

New York Times articles

  • Suspect in Hoax is Arrested Here in Rendezvous (October 19, 1983) [1]
  • Teen-Ager Who Posed As Poitier 'Son' Guilty, (November 20, 1983) [2]
  • Impersonator Wants To Portray Still Others, This Time, Onstage (July 31, 1990) [3]
  • HEADLINERS; Playing Himself (August 5, 1990) [4]
  • CHRONICLE: "DAVID HAMPTON told a judge yesterday that he was cleaning up his life.", (March 26, 1991) [5]
  • About New York; He Conned the Society Crowd but Died Alone, (July 19, 2003) [6]

Источник: David Hampton

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