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Does the choice of performance measure influence the evaluation of hedge funds?
Eling, Martin; Schuhmacher, Frank - In: Journal of banking & finance 31 (2007) 9, pp. 2632-2647
Persistent link: https://www.econbiz.de/10003572343
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Sufficient conditions for expected utility to imply drawdown-based performance rankings
Schuhmacher, Frank; Eling, Martin - In: Journal of banking & finance 35 (2011) 9, pp. 2311-2318
Persistent link: https://www.econbiz.de/10009247221
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A decision-theoretic foundation for reward-to-risk performance measures
Schuhmacher, Frank; Eling, Martin - In: Journal of banking & finance 36 (2012) 7, pp. 2077-2082
Persistent link: https://www.econbiz.de/10009629683
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A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R. - In: Finance research letters 24 (2018), pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
Cover Image
Does the choice of performance measure influence the evaluation of hedge funds?
Eling, Martin; Schuhmacher, Frank - In: Journal of banking & finance 31 (2007) 9, pp. 2632-2647
Persistent link: https://www.econbiz.de/10007765824
Cover Image
A decision-theoretic foundation for reward-to-risk performance measures
Schuhmacher, Frank; Eling, Martin - In: Journal of banking & finance 36 (2012) 7, pp. 2077-2083
Persistent link: https://www.econbiz.de/10009972347
Cover Image
Sufficient conditions for expected utility to imply drawdown-based performance rankings
Schuhmacher, Frank; Eling, Martin - In: Journal of banking & finance 35 (2011) 9, pp. 2311-2319
Persistent link: https://www.econbiz.de/10009177947