Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures

by Stavetski, E. J.

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Title Statements

Full title :Managing Hedge Fund Managers : Quantitative and Qualitative Performance Measures / E. J. Stavetski

Summary

Annotation, Invaluable insight into measuring the performance of today's hedge fund managerMore 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's assets properly. It addresses important topics such as Modern Portfolio Theory (MPT) and Post Modern Portfolio Theory (PMPT), choosing managers, watching performance, and researching alternate asset classes. Author Edward Stavetski also includes an appendix showing detailed case studies of hedge funds, and gives readers a road map to monitor their investments. Edward J. Stavetski (Wayne, PA) is Director of Investment Oversight for Wilmington Family Office, serving ultra high-net-worth families in strategic asset allocation, traditional and alternative investment manager selection, and oversight.

Edition Statements

Publication Date:2009
Edition:1., Auflage

Publication Statements

Publisher(s):John Wiley & Sons
Place of Publication:New York, NY
Language:eng
Publication Date:2009

Notes

Lizenzpflichtig

The Physical Object

Description:Online-Ressource.

Edition Identifiers

ISBN:9780470464359, 0470464356, 9780470197592, 0470197595, 9781118267998, 1118267990, 9780470464441, 0470464445
DOI:10.1002/9781118267998
oclc:ocn795328860
LC Classification:HG4530
Dewey Decimal:330

Subjects

(Produktform)Electronic book text (VLB-Produktgruppen)TN000 (VLB-WN)9783: Nonbooks, PBS / Wirtschaf… Electronic books Fonds spéculatifs Hedge fund Hedge funds