Hedge funds new challenges in wealth management and private banking

• Autores: Raúl Cuéllar Rambo
• Directores de la Tesis: Joaquín López Pascual (dir. tes.)
• Lectura: En la Universidad Rey Juan Carlos ( España ) en 2007
• Idioma: español
• Tribunal Calificador de la Tesis: Luis Tomás Díez de Castro (presid.), Javier Rojo Suárez (secret.), María José Rivero Menéndez (voc.), Jaime Álvarez Plaza (voc.)
• Materias:
  • Ciencia política
    • Administración publica
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• Resumen

  • 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.