The Performance Evaluation of Hedge Funds: Are Investors Mislead by Standard Mean-Variance Statistics?
Year of publication: |
2007-11
|
---|---|
Authors: | De Ryck, Pieter ; Cole, Frank ; Smedts, Jan ; De Moor, Lieven |
Institutions: | Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) |
Subject: | hedge funds | performance evaluation | skewness | kurtosis | modified Value-at Risk | Cornish-Fisher |
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