Managing Hedge Fund Managers – Quantitative and Qualitative Performance Measure…

Managing Hedge Fund ManagersQuantitative and Qualitative Performance Measures\nAuthor(s): E. J. Stavetski\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780470197592, 978-0470197592\nSynopsis\nInvaluable insight into measuring the performance of today's hedge fund manager\n 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.\.