The idea for this book came about when we realized that a collection of articles dealing with
quantitative and qualitative analyses of hedge funds could be a useful addition to current …

Alternative investments have increasingly been used to complement a traditional portfolio of
stocks and bonds. Among them, Private Equity is found to be able to provide diversification …

This chapter contains sections titled: Introduction The Asset‐Management Problem An
Illustration The Optimization Problem Caveats New Asset Classes The Forecasting Problem …