Stavetski Managing Hedge Fund Managers

Quantitative and Qualitative Performance Measures
1. Auflage 2009
ISBN: 978-0-470-46444-1
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 272 Seiten, E-Book

Reihe: Wiley Finance Editions

Invaluable insight into measuring the performance of today's hedgefund manager
More and more institutional funds and high-net-worth assets arefinding their way to hedge funds. This book provides thequantitative and qualitative measures and analysis that investmentmanagers, investment advisors, and fund of fund managers need toallocate and monitor their client's assets properly. It addressesimportant topics such as Modern Portfolio Theory (MPT) and PostModern Portfolio Theory (PMPT), choosing managers, watchingperformance, and researching alternate asset classes. Author EdwardStavetski also includes an appendix showing detailed case studiesof hedge funds, and gives readers a road map to monitor theirinvestments.
Edward J. Stavetski (Wayne, PA) is Director of Investment Oversightfor Wilmington Family Office, serving ultra high-net-worth familiesin strategic asset allocation, traditional and alternativeinvestment manager selection, and oversight.

Autoren/Hrsg.

Stavetski, E. J.

Über Autor(innen)

EDWARD J. STAVETSKI is Director of Investment Oversight and Chair of the Investment Committee for the Wilmington Family Office. He is an active member of the CFA Institute and served as a board member and past president of the CFA Society of Philadelphia, Inc. Stavetski was a regular contributor to TheStreet.com, Investopedia, and RealMoney. He received his bachelor of arts in chemistry from West Virginia University and has held NASD Series 7, 63, and 65 licenses.