About David LEE Kuo Chuen
David Lee Kuo Chuen was a Professor of Quantitative Finance (Practice), Director, Sim Kee Boon Institute for Financial Economics, and Academic Director, Global Master of Finance Dual Degree at Singapore Management University. A Chartered Statistician from the Royal Statistical Association, he received his PhD from The London School of Economics and Political Science, University of London. In May 1999, David Lee founded Ferrell Asset Management Pte Ltd. Prior to setting up Ferrell, Dr Lee was the Managing Director of Fraser Asset Management, the fund management unit of the Fraser-AMMB group of companies. He also served as Director of Institutional Sales at Fraser Securities and covered the Asia Pacific equities markets.
Moments Analysis in Risk and Performance Monitoring of Funds of ...
Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties (2006)
This chapter introduces a practical approach to monitoring the risk and performance of funds of hedge funds from the viewpoints ...