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Rossi, Andrea - 2017 - Current Draft November 2017

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Should hedge funds be cautious reporting high returns?

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The risk of informationless investing: hedge fund performance measurement bias

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The Oxford handbook of quantitative asset management

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Further evidence on the role of ratio choice in hedge fund performance evaluation

Prokop, Jörg - In: Journal of finance and investment analysis 1 (2012) 3, pp. 181-195

Prior research reports a remarkable homogeneity of hedge fund performance rankings produced by common risk-adjusted performance ratios. The paper at hand contributes to the discussion by studying the behavior of, and the relationship between these performance ratios over the time period from...

Persistent link: https://www.econbiz.de/10009671886

Funds of hedge funds : performance, risk and capital formation 2005 to 2010

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