Kaibe Mokoma

Strategic Asset Selection Taxonomy: Dynamics of Heterogenous Nature of Hedge Funds Industry and Statistical Strategy That Yields Feasible Portfolios in the Market Kaibe Mokoma

This work aims at providing a framework for an investor to choose among a list of hedge fund managers, those who perform better according to a given criterion. Certain known indices of fund management and measurement were provided with the author giving sound preview of different methods explored on the market for optimal portfolio selection and management choice. The first six chapters are dedicated to this preview exercise. Certain decision benchmarks are given. The author has developed VBA subroutines and VBA user-defined functions that help in this process. The results from the created programmes are discussed at the end that reflect top hedge fund managers whose selection was done using the given chosen benchmarks.