Managing hedge fund managers: quantitative and qualitative performance measures
More and more institutional funds and high net worth assets are finding their way to hedge funds. This book provides the quantitative and qualitative measures and analysis that investment managers, investment advisors, and fund of fund managers need to allocate and monitor their client assets properly.
Read More ↓Title Statements
- Full title :Managing hedge fund managers : quantitative and qualitative performance measures / Edward J. Stavetski.
Summary
More and more institutional funds and high net worth assets are finding their way to hedge funds. This book provides the quantitative and qualitative measures and analysis that investment managers, investment advisors, and fund of fund managers need to allocate and monitor their client assets properly.
Read More ↓Edition Statements
- Publication Date:©2009.
Publication Statements
- Publisher(s):John Wiley & Sons
- Place of Publication:Hoboken, N.J
- Language:eng
- Publication Date:©2009.
Notes
Series from jacket.
The Physical Object
- Description:xiii, 258 pages : : illustrations ; : 24 cm.
Edition Identifiers
- ISBN:9780470197592, 0470197595
- oclc:ocn291192924
- LC Classification:HG4530
- Dewey Decimal:332.64/524
Table of Contents
Asset allocation and fiduciary duty -- Large versus small funds -- The search for an honest man -- Performance analysis -- Risk in hedge funds -- You only find out who is swimming naked when the tide goes out -- Let the games begin -- Getting ready is the secret to success -- Navigating buyers' remorse -- Monitoring your flock.
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