Beyond mean-variance : assessing hedge fund performance in a non-parametric world
Year of publication: |
2022
|
---|---|
Authors: | Hassouni, Afrae ; Pirotte, Hugues |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 36.2022, 4, p. 473-488
|
Subject: | Directional DEA | Hedge funds | Non-parametric efficient frontier | Performance | Hedgefonds | Hedge fund | Data-Envelopment-Analyse | Data envelopment analysis | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Welt | World | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement |
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