A meta-measure of performance related to both investors and investments characteristics
Year of publication: |
2022
|
---|---|
Authors: | Billio, Monica ; Maillet, Bertrand ; Pelizzon, Loriana |
Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1405-1447
|
Subject: | Performance measurement | Hedge funds | Higher-moments | Statistical expansion | Hedgefonds | Hedge fund | Performance-Messung | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Finanzanalyse | Financial analysis |
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