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Managing Hedge Fund Managers "Quantitative And Qualitative Performance Measures"

Quantitative And Qualitative Performance Measures

Managing Hedge Fund Managers "Quantitative And Qualitative Performance Measures". Quantitative And Qualitative Performance Measures

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  • ISBN:9780470197592
  • Editorial: Wiley & Sons Ltd.
  • Fecha de la edición:
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:258
  • Idiomas:Ingles

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This book provides 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.

Ch. 1 Asset Allocation and Fiduciary Duty
Ch. 2 Large Versus Small Funds
Ch. 3 The Search for an Honest Man
Ch. 4 Performance Analysis
Ch. 5 Risk in Hedge Funds
Ch. 6 You Only Find out Who Is Swimming Naked When the Tide Goes Out
Ch. 7 Let the Games Begin
Ch. 8 Getting Ready is the Secret to Success
Ch. 9 Navigating Buyers Remorse
Ch. 10 Monitoring Your Flock
Appendix A Sample Investment Policy Statement
Appendix B Sample ADV Part II with ADV Schedule F
Appendix C Hedge Fund Manager Due Diligence Questionnaire
Appendix D U.S. Equity Long/Short Managers

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