Nonparametric assessment of hedge fund performance
Year of publication: |
2020
|
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Authors: | Almeida, Caio ; Ardison, Kym ; Garcia, René |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 2, p. 349-378
|
Subject: | Nonparametric estimation | Admissible performance measures | Hedge funds | Higher-order moments | Hedgefonds | Hedge fund | Nichtparametrisches Verfahren | Nonparametric statistics | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income |
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