The necessity to correct hedge fund returns: empirical evidence and correction method
Year of publication: |
2007-10
|
---|---|
Authors: | Gallais-Hamonno, Georges ; Nguyen-Thi-Thanh, Huyen |
Institutions: | HAL |
Subject: | hedge funds | smoothed returns | performance evaluation | Sharpe ratio | Omega index |
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The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method.
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The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method.
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