The risk-adjusted performance of Alternative Investment Funds and UCITS : a comparative analysis
Year of publication: |
July 2018
|
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Authors: | Camilleri, Silvio John ; Farrugia, Ritienne |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 7, p. 23-37
|
Subject: | AIFs | collective investment funds | performance evaluation | performance persistence | Sharpe ratio | Treynor ratio | UCITS | value-at-risk | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Performance-Messung | Performance measurement | EU-Staaten | EU countries | Risiko | Risk |
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