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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

Risk and return in hedge funds and funds-of-Hedge funds : a cross-sectional approach

Lee, Hee Soo - In: Australasian accounting business and finance journal : AABF 6 (2012) 3, pp. 43-64

Persistent link: https://www.econbiz.de/10010244265

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

A model-free identification of relative risk

Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012228132

Hedge funds risk and connectedness

Manicaro, Christian; Falzon, Joseph - In: The journal of asset management 18 (2017) 4, pp. 295-316

Persistent link: https://www.econbiz.de/10011741590

Unequal returns : using the Atkinson index to measure financial risk

Fischer, Thomas; Lundtofte, Frederik - In: Journal of banking & finance 116 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012489204

Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks

Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine - 2023

of investment vehicles such as hedge funds. However, a major limitation is the need to select ex ante a threshold below … stability index, and credit spreads. Moreover, sorting funds along exposure to our tail risk measure discriminates between high …

Persistent link: https://www.econbiz.de/10014359412