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Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures (Wiley Finance Editions) - E. J. Stavetski
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Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures (Wiley Finance Editions) - copertina rigida, flessible

2001, ISBN: 9780470197592

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Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures (Wiley Finance Editions) - copertina rigida, flessible

2001, ISBN: 9780470197592

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Stavetski, E. J.:
Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures - libri usati

2009

ISBN: 9780470197592

John Wiley & Sons, Relié, 272 Seiten, Publiziert: 2009-04-09T00:00:01Z, Produktgruppe: Livre, 1 kg, Livres anglais et étrangers, Boutiques, Livres, Bourse et finance, Entreprise et Bourse… Altro …

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E. J. Stavetski:
Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures - copertina rigida, flessible

2009, ISBN: 0470197595

[EAN: 9780470197592], Nouveau livre, [SC: 8.12], [PU: John Wiley and Sons Ltd], This item is printed on demand. New copy - Usually dispatched within 5-9 working days, Books

NEW BOOK. Costi di spedizione: EUR 8.12 THE SAINT BOOKSTORE, Southport, United Kingdom [51194787] [Note: 5 (sur 5)]
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Stavetski, E. J.:
Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures - copertina rigida, flessible

ISBN: 9780470197592

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Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures
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ISBN:

9780470197592


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.

Informazioni dettagliate del libro - Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures


EAN (ISBN-13): 9780470197592
ISBN (ISBN-10): 0470197595
Copertina rigida
Anno di pubblicazione: 2009
Editore: John Wiley & Sons
258 Pagine
Peso: 0,459 kg
Lingua: eng/Englisch

Libro nella banca dati dal 2008-04-28T04:20:01+02:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-08-31T13:52:50+02:00 (Zurich)
ISBN/EAN: 9780470197592

ISBN - Stili di scrittura alternativi:
0-470-19759-5, 978-0-470-19759-2
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : fry, stave
Titolo del libro: managing performance, hedge fund, finance for managers

Dati dell'editore

Autore: E. J. Stavetski
Titolo: Wiley Finance Editions; Managing Hedge Fund Managers - Quantitative and Qualitative Performance Measures
Editore: John Wiley & Sons
272 Pagine
Anno di pubblicazione: 2009-04-09
Peso: 0,451 kg
Lingua: Inglese
77,90 € (DE)
No longer receiving updates
163mm x 233mm x 25mm

BB; gebunden; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Anlagen und Wertpapiere; Finance & Investments; Finanz- u. Anlagewesen; Hedge Fund; Investments & Securities; Kapitalanlagen u. Wertpapiere; Kapitalanlagen u. Wertpapiere

Preface. Highlights of the Book. Acknowledgments. Introduction. The Art and Science of Hedge Fund Investing--Are You Precisely Wrong or Approximately Correct? The Explosion of Hedge Funds. What are Hedge Funds? Finding a Comfort Zone. A Look beneath the (Book) Covers. As You Begin. Chapter 1. Asset Allocation and Fiduciary Duty. Chapter 2. Large Versus Small Funds. Chapter 3. The Search for an Honest Man. Chapter 4. Performance Analysis. Chapter 5. Risk in Hedge Funds. Chapter 6. You Only Find out Who Is Swimming Naked When the Tide Goes Out. Chapter 7. Let the Games Begin. Chapter 8. Getting Ready is the Secret to Success. Chapter 9. Navigating Buyers Remorse. Chapter 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. Index.
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