Conditionally fitted Sharpe performance with an application to hedge fund rating
Serge Darolles; Christian Gourieroux
| Year of publication: |
2010
|
|---|---|
| Authors: | Darolles, Serge ; Gouriéroux, Christian |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 3, p. 578-593
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003951916