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Evaluating hedge fund performance: a stochastic dominance approach
Li, Sheng; Linton, Oliver - London School of Economics (LSE) - 2007
results show that fund selection method based on SD criteria greatly improves the performance of hedge fund portfolio. …
Persistent link: https://www.econbiz.de/10011071498
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Risk and wealth in a model of self-fulfilling currency attacks
Guimaraes, Bernardo; Morris, Stephen - London School of Economics (LSE) - 2006
Market participants' risk attitudes, wealth and portfolio composition in°uence their positions in a pegged foreign …
Persistent link: https://www.econbiz.de/10011071518