Managing Hedge Fund Managers

Quantitative and Qualitative Performance Measures

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2009-03-17



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Description
Invaluable insight into measuring the performance of today's hedge fund manager

More 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 Stavetski also includes an appendix showing detailed case studies of hedge funds, and gives readers a road map to monitor their investments.

Edward J. Stavetski (Wayne, PA) is Director of Investment Oversight for Wilmington Family Office, serving ultra high-net-worth families in strategic asset allocation, traditional and alternative investment manager selection, and oversight.
Pages
272 pages
Collection
Wiley Finance
Parution
2009-03-17
Marque
Wiley
EAN papier
9780470197592
EAN PDF
9780470464359

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
272
Taille du fichier
22753 Ko
Prix
76,70 €
EAN EPUB
9780470464441

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
272
Taille du fichier
3103 Ko
Prix
76,70 €