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

• Autore: Stavetski Edward J. <1956->
• Pubblicazione: Hoboken, N.J., : J. Wiley & Sons, 2009
• Edizione: 1st edition
• Descrizione fisica: 1 online resource (275 p.)
• Disciplina: 332.64; 332.64/524; 332.64524
• Soggetto topico: Hedge funds
• Soggetto genere / forma: Electronic books.
• 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
• Titolo autorizzato: Managing hedge fund managers
• ISBN: 1-282-03123-6; 9786612031236; 1-118-26799-0; 0-470-46435-6
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910145953803321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.