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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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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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Performance characteristics of hedge fund indices
Kapil, Sheeba; Gupta, Jayesh - In: Theoretical economics letters 9 (2019) 6, pp. 2176-2197
Persistent link: https://www.econbiz.de/10012241398
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Performance measurement of UCITS investment funds in Croatia
Curkovic, Marko; Kristo, Jaksa - In: UTMS journal of economics / University of Tourism and … 8 (2017) 1, pp. 11-18
UCITS investment funds represent an important investment opportunity for retail, as well for institutional investors in the European Union. The aim of this paper is to analyse the performance of the UCITS investment funds in Croatia and to detect relatively homogeneous groups among the UCITS...
Persistent link: https://www.econbiz.de/10011644015
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Time aggregation of the Sharpe ratio
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: The journal of asset management 17 (2016) 7, pp. 540-555
Persistent link: https://www.econbiz.de/10011648221
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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 note on risky bond valuation
Hui, Cho H.; Lo, C. F. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
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The Valuation of Catastrophe Bonds with Exposure to Currency Exchange Risk
Lai, Van Son - 2014
and foreign interest rates, and a hedging cost for the currency risk to derive a semi-closed-form formula for the CAT bond … showing the following: in addition to catastrophic risk, the CAT bond price is affected mainly by the volatility of the …
Persistent link: https://www.econbiz.de/10013058284