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100   $a20081117d2009      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aManaging hedge fund managers $equantitative and qualitative performance measures /$fEdward J. Stavetski
205   $a1st edition
210   $aHoboken, N.J. $cJ. Wiley & Sons$d2009
215   $a1 online resource (275 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311 08$a9780470464441 
311 08$a0470464445 
311 08$a9780470197592 
311 08$a0470197595 
320   $aIncludes bibliographical references and index.
327   $aAsset 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.
330   $aInvaluable insight into measuring the performance of today's hedge fund managerMore and more institutional funds and high-net-worth assets are finding their way to hedge funds. This book provides the quantitative and qualitative measures and analysis that investment managers, investment advisors, and fund of fund managers need to allocate and monitor their client's assets properly. It addresses important topics such as Modern Portfolio Theory (MPT) and Post Modern Portfolio Theory (PMPT), choosing managers, watching performance, and researching alternate asset classes. Author Edward St
410  0$aWiley finance series.
606   $aHedge funds
615  0$aHedge funds.
676   $a332.64/524
700   $aStavetski$b Edward J.$f1956-$01842779
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9911019502803321
996   $aManaging hedge fund managers$94423000
997   $aUNINA