Managing hedge fund managers : quantitative and qualitative performance measures /

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 advisor...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Stavetski, Edward J.
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Hoboken, N.J. : J. Wiley & Sons, 2009.
Ausgabe:
1st edition
Zusammenfassung:
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
Umfang:
1 online resource (275 p.)
text file
Mode of access: World Wide Web.
Anmerkungen:
Description based upon print version of record.
Format Details:
Mode of access: World Wide Web.
Anmerkungen:
English
Bibliografie:
Includes bibliographical references and index.
ISBN:
9786612031236
9781282031234
1282031236
9781118267998
1118267990
9780470464359
0470464356
Schlagworte:
Bezugswerke:
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