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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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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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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
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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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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