Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures (Wiley Finance)

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.