Managing Hedge Fund Managers

Managing Hedge Fund Managers Quantitative and Qualitative Performance Measures - Wiley Finance

Hardback (09 Apr 2009)

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Publisher's Synopsis

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.

Book information

ISBN: 9780470197592
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 332.64524
DEWEY edition: 22
Language: English
Number of pages: 258
Weight: 452g
Height: 234mm
Width: 164mm
Spine width: 26mm