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Fuzzy risk adjusted performance measures : application to hedge funds

Kamdem, J. Sadefo; Moussa, A. Mbairadjim; Terraza, Michel - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 702-712

Persistent link: https://www.econbiz.de/10009683188

Einflussfaktoren auf die Performance von Dach-Hedgefonds

Füss, Roland; Strittmatter, Anthony - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 62 (2009) 8, pp. 371-374

Persistent link: https://www.econbiz.de/10003826752

Hedge fund risk dynamics : implications for performance appraisal

Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 985-1035

Persistent link: https://www.econbiz.de/10003828418

On the performance of hedge funds

Liang, Bing - In: Investment performance measurement : evaluating and …, (pp. 481-499). 2009

Persistent link: https://www.econbiz.de/10003839831

Funds of hedge funds : performance and persistence

Beckers, Stan - In: Investment performance measurement : evaluating and …, (pp. 500-511). 2009

Persistent link: https://www.econbiz.de/10003839834

Performance of funds of hedge funds

Ammann, Manuel; Moerth, Patrick - In: The journal of wealth management 11 (2008/09) 1, pp. 46-63

Persistent link: https://www.econbiz.de/10003815663

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

How many managers? : the impact of manager selection skill and fund size

Wintner, Barry A.; Zaslavskiy, Leonid; Abdulali, Adil - In: Journal of derivatives & hedge funds 20 (2014) 2, pp. 75-98

Persistent link: https://www.econbiz.de/10010462997

The relation between manager description and fund performance : evidence from emerging market hedge funds

Peltomäki, Jarkko - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 52-70

Persistent link: https://www.econbiz.de/10010463005

Should hedge funds be cautious reporting high returns?

Auer, Benjamin R. - In: Research in international business and finance 30 (2014), pp. 195-201

Persistent link: https://www.econbiz.de/10010390267