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Managing hedge fund managers : quantitative and qualitative performance measures / / Edward J. Stavetski



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Autore: Stavetski Edward J. <1956-> Visualizza persona
Titolo: Managing hedge fund managers : quantitative and qualitative performance measures / / Edward J. Stavetski Visualizza cluster
Pubblicazione: Hoboken, N.J., : J. Wiley & Sons, 2009
Edizione: 1st edition
Descrizione fisica: 1 online resource (275 p.)
Disciplina: 332.64/524
Soggetto topico: Hedge funds
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  Visualizza cluster
ISBN: 9786612031236
9781282031234
1282031236
9781118267998
1118267990
9780470464359
0470464356
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9911019502803321
Lo trovi qui: Univ. Federico II
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Serie: Wiley finance series.