Hedge fund performance using scaled Sharpe and Treynor measures
Francois van Dyk; Gary van Vuuren; André Heymans
| Year of publication: |
2014
|
|---|---|
| Authors: | Van Dyk, François ; Van Vuuren, Gary ; Heymans, André |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 13.2014, 6, p. 1261-1300
|
| Subject: | Hedge Funds | Risk Management | Sharpe Ratio | Treynor Ratio | Scaled Performance Measure | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risiko | Risk | Investmentfonds | Investment Fund | Hedging | Betriebliche Kennzahl | Financial ratio | Finanzanalyse | Financial analysis |
| 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/10011279837