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Essays on the performance evaluation of equity mutual funds : the choice of benchmark models
Breloer, Bernhard - 2014
Persistent link: https://www.econbiz.de/10010382671
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The performance evaluation of hedge funds : a comparison of different approaches
Carretta, Alessandro; Mattarocci, Gianluca - In: New drivers of performance in a changing financial world, (pp. 14-29). 2009
Persistent link: https://www.econbiz.de/10003811130
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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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Investing in hedge funds : risks, returns, and performance measurement
Koh, Francis C. C.; Koh, Winston T. H.; Lee, David Kuo Chuen - In: Hedge funds : insights in performance measurement, risk …, (pp. 341-364). 2005
Persistent link: https://www.econbiz.de/10003138025
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The risk of informationless investing: hedge fund performance measurement bias
Weisman, Andrew B. - In: The Handbook of risk, (pp. 247-264). 2003
Persistent link: https://www.econbiz.de/10001739154
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Recent Advances in Hedge Funds' Performance Attribution : Performance Persistence and Fundamental Factors
Stafylas, Dimitrios - 2015
We survey articles on hedge funds' performance persistence and fundamental factors from the mid-1990s to the present. For performance persistence, we present some pioneering studies that contradict previous findings that hedge funds' performance is a short term matter. We discuss recent...
Persistent link: https://www.econbiz.de/10013011794
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Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors
Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 43 (2016), pp. 48-61
Persistent link: https://www.econbiz.de/10011623711
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Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
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A meta-measure of performance related to both investors and investments characteristics
Billio, Monica; Maillet, Bertrand; Pelizzon, Loriana - In: Risk management decisions and value under uncertainty, (pp. 1405-1447). 2022
Persistent link: https://www.econbiz.de/10013342131
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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