Read Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures

Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures

E.J. Stavetski

4.9/5 (32982 ratings)

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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures. To get started finding Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: 272

Format: PDF, EPUB & Kindle Edition

Publisher: Wiley

Release: 2009

ISBN: 0470464445

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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures. To get started finding Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures

Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures

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