02677nam 2200613 a 450 991014595380332120170816124406.01-282-03123-697866120312361-118-26799-00-470-46435-6(CKB)1000000000719626(EBL)427851(OCoLC)437111408(SSID)ssj0000196924(PQKBManifestationID)11937337(PQKBTitleCode)TC0000196924(PQKBWorkID)10155406(PQKB)10645421(MiAaPQ)EBC427851(CaSebORM)9780470464441(EXLCZ)99100000000071962620081117d2009 uy 0engur|n|---|||||txtccrManaging hedge fund managers[electronic resource] quantitative and qualitative performance measures /Edward J. Stavetski1st editionHoboken, N.J. J. Wiley & Sons20091 online resource (275 p.)Wiley finance seriesDescription based upon print version of record.0-470-46444-5 0-470-19759-5 Includes bibliographical references and index.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.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 StWiley finance series.Hedge fundsElectronic books.Hedge funds.332.64332.64/524332.64524Stavetski Edward J.1956-925984MiAaPQMiAaPQMiAaPQBOOK9910145953803321Managing hedge fund managers2078994UNINA