March 2009
Intermediate to advanced
272 pages
6h 45m
English
book
Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures
by Edward J. Stavetski
Content preview from Managing Hedge Fund Managers: Quantitative and Qualitative Performance Measures
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Bibliography
Adrian, Tobias. “Measuring Risk in the Hedge Fund Sector.” Federal Reserve Bank of New York Research (March/April 2007).
Agarwal, Vikas, and Narayan Y. Naik. “Risks and Portfolio Decisions Involving Hedge Funds.” Review of Financial Studies (2004): 63-98.
Anderson, Jenny. “Navigating the Hedge Fund Maze in a Leveraged World.” New York Times (April 6, 2007).
Avery, Helen. “The Funds of Hedge Funds That Are Too Hot to Handle.” Euromoney (November 2006): 87-91.
Beckers, Stan. “Hedge Fund Asset Allocation, Risk Management, Manager Selection and More.” CFA Institute Webcasts (February 22, 2007).
Brighton House Associates. “Quarterly Research Report—Q2 2008.” Marlborough, MA, 2008.
Brinson, Gary P., Brian D. Singer, and Gilbert L. Beebower. “Determinants of Portfolio Performance II: An Update.” Financial Analysts Journal (May/June 1991): 40-48.
Brinson, Gary P., L. Randolph Hood, and Gilbert L. Beebower. “Determinants of Portfolio Performance.” Financial Analysts Journal (July/August 1986): 39-44.
Chaudhry, Ashraf, and Helen L. Johnson. “The Efficacy of the Sortino Ratio and Other Benchmarked Perormance Measures Under Skewed Return Distributions.” Australian Journal of Management (March 2008): 485-500.
Christory, Corentin, Stephane Daul, and Jean-Rene Giraud. “Quantification of Hedge Fund Risk.” Edhec-Risk Asset Management Research (January 2007).
Coroneos, Elise. “Storm in a Side Pocket.” www.hfmweek.com (February 1-7, 2007).
Darst, David M. Mastering the Art of Asset ...
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