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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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Duration of poor performance and risk shifting by hedge fund managers
Li, Ying; Holland, A. Steven; Kazemi, Hossein - In: Global finance journal 40 (2019), pp. 35-47
Persistent link: https://www.econbiz.de/10012257036
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Performance implications of hedging with industry ETFs
Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk; … - In: Global finance journal 61 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014635917
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A model-free identification of relative risk
Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
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Hedge fund performance in Japan
Kanuri, Srinidhi - In: Review of Pacific Basin financial markets and policies 23 (2020) 3, pp. 2050023-1-2050023-18
Persistent link: https://www.econbiz.de/10012422516
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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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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
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The Oxford handbook of quantitative asset management
Scherer, Bernd (ed.); Winston, Kenneth (ed.) - 2012
Persistent link: https://www.econbiz.de/10009427760
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The Oxford handbook of quantitative asset management
Scherer, Bernd (ed.); Winston, Kenneth (ed.) - 2012
This text explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.
Persistent link: https://www.econbiz.de/10012669700