Hedge funds new challenges in wealth management and private banking

  1. Cuéllar Rambo, Raúl
Supervised by:
  1. Joaquín López Pascual Director

Defence university: Universidad Rey Juan Carlos

Fecha de defensa: 10 December 2007

  1. Luis Tomás Díez de Castro Chair
  2. Javier Rojo Suárez Secretary
  3. María José Rivero Menéndez Committee member
  4. Jaime Álvarez Plaza Committee member

Type: Thesis

Teseo: 717653 DIALNET


The thesis explores the regulatory and ethical constraints of wealth managers and private banks in the process of assessment and selection of hedge funds. Portfolio theory applied to the selection of managers using different statistical methodologies and focusing on DEA (Data Envelopment Analysis) as a non parametric and multifactor analysis methodology in order to define the efficient frontier. Part of the thesis published in the article “The Challenges of Launching, Rating, and Regulating Funds of Hedge Funds” in the Journal of Derivatives and Hedge Funds, with López Pascual, vol 13 (3) 2007.