HEDGE FUND PERFORMANCE: SOURCES AND MEASURES
Year of publication: |
2009
|
---|---|
Authors: | EBERLEIN, ERNST ; MADAN, DILIP B. |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 12.2009, 03, p. 267-282
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Sharpe ratios | investment alphas | skewness | kurtosis in returns |
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