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~person:"Augurzky, Boris"
~person:"Ghafeer, Nour Aldeen"
~person:"Günther, Thomas"
~person:"Ionescu, Ștefan"
~person:"Van Vuuren, Gary"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Betriebliche Kennzahl
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Augurzky, Boris
Ghafeer, Nour Aldeen
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Van Vuuren, Gary
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3
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Global maximal Sharpe ratios for active portfolios
Van Vuuren, Gary
;
Lecq, Max van der
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2069-2073
Persistent link: https://www.econbiz.de/10014324875
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2
An Omega ratio analysis of global hedge fund returns
Rambo, James
;
Van Vuuren, Gary
- In:
The journal of applied business research
33
(
2017
)
3
,
pp. 565-585
Persistent link: https://www.econbiz.de/10011705695
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3
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
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4
The bias ratio as a hedge fund fraud indicator : an empirical performance study under different economic conditions
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
4
,
pp. 867-896
Persistent link: https://www.econbiz.de/10010393444
Saved in:
5
Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
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