||0 of 0 people found the following review helpful.| Best practice|By Linus Nilsson|Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures (Wiley Finance) is a book that tries to structure a due diligence process for a smaller fund of funds, a do it yourself guide to hedge fund due diligence. It is good read, well written, but after having gone through, there are few insights one walks away with. Mo||"…a comprehensive guide to the process of selecting hedge fund managers, and it flings open doors into a traditionally secretive world." (The Investment Professional)|From the Inside Flap||Filled with compli
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 Pos...
[PDF.vc86] Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures (Wiley Finance) Rating: 3.94 (751 Votes)
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