1.

Record Nr.

UNINA9910145953803321

Autore

Stavetski Edward J. <1956->

Titolo

Managing hedge fund managers [[electronic resource] ] : quantitative and qualitative performance measures / / Edward J. Stavetski

Pubbl/distr/stampa

Hoboken, N.J., : J. Wiley & Sons, 2009

ISBN

1-282-03123-6

9786612031236

1-118-26799-0

0-470-46435-6

Edizione

[1st edition]

Descrizione fisica

1 online resource (275 p.)

Collana

Wiley finance series

Disciplina

332.64

332.64/524

332.64524

Soggetti

Hedge funds

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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.

Sommario/riassunto

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 St