Hedge funds new challenges in wealth management and private banking

  1. Cuéllar Rambo, Raúl
Zuzendaria:
  1. Joaquín López Pascual Zuzendaria

Defentsa unibertsitatea: Universidad Rey Juan Carlos

Fecha de defensa: 2007(e)ko abendua-(a)k 10

Epaimahaia:
  1. Luis Tomás Díez de Castro Presidentea
  2. Javier Rojo Suárez Idazkaria
  3. María José Rivero Menéndez Kidea
  4. Jaime Álvarez Plaza Kidea

Mota: Tesia

Teseo: 717653 DIALNET

Laburpena

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.