Pruchnicka-Grabias, Izabela - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 4, pp. 83-91
The study concentrates on the comparison of hedge fund efficiency measured by maximum drawdown measures with … traditional risk/return ratios. The examined period is from 1990 to 2011 and the data were provided by Hedge Fund Research. It is … were interesting and showed that the results of complex efficiency measures aren’t much different from traditional measures …
