Hedge funds new challenges in wealth management and private banking

  1. Cuéllar Rambo, Raúl
Dirigida per:
  1. Joaquín López Pascual Director

Universitat de defensa: Universidad Rey Juan Carlos

Fecha de defensa: 10 de de desembre de 2007

Tribunal:
  1. Luis Tomás Díez de Castro President
  2. Javier Rojo Suárez Secretari/ària
  3. María José Rivero Menéndez Vocal
  4. Jaime Álvarez Plaza Vocal

Tipus: Tesi

Teseo: 717653 DIALNET

Resum

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.