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Performance evaluation of hedge funds

Gregoriou, Greg N. (ed.); Rouah, Fabrice (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001789952

Evaluating hedge fund and CTA performance : data envelopment analysis approach

Gregoriou, Greg N.; Zhu, Joe - 2005

Persistent link: https://www.econbiz.de/10002467381

Evaluating hedge fund and CTA performance : data envelopment analysis approach

Gregoriou, Greg N. - 2005

Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the...

Persistent link: https://www.econbiz.de/10012673305

New evidence on hedge fund perfomance measures

Sedzro, Komlan - In: International business and economics research journal 8 (2009) 11, pp. 95-105

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A unifying approach for comparing one-time payouts and recurring dividends

Sedzro, Komlan - In: Global journal of business research : GJBR 4 (2010) 2, pp. 141-154

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Consumption, earnings risk, and payout ratios

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 6 (2019) 1, pp. 101-118

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Dividend multifactor process, long-run risk and payout ratios

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 4 (2015/2016) 2, pp. 172-191

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Earnings-consumption betas and stock valuation

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 5 (2018) 2, pp. 151-172

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The impact of trading volume on portfolios' effective time formation/holding periods based on momentum investment strategies

Assogbavi, Tov; Giguère, Martin; Sedzro, Komlan - In: International business and economics research journal 10 (2011) 7, pp. 1-12

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The impact of the organizational structure on the performance of microfinance institutions using data envelopment analysis

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