Hedge funds new challenges in wealth management and private banking
- Cuéllar Rambo, Raúl
- Joaquín López Pascual Director
Universidade de defensa: Universidad Rey Juan Carlos
Fecha de defensa: 10 de decembro de 2007
- Luis Tomás Díez de Castro Presidente
- Javier Rojo Suárez Secretario/a
- María José Rivero Menéndez Vogal
- Jaime Álvarez Plaza Vogal
Tipo: Tese
Resumo
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.