A meta-measure of performance related to both investors and investments characteristics
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-020-03771-w.pdf
Reference117 articles.
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3. Andreou, P., Charalambous, C., & Martzoukos, S. (2010). Generalized parameter functions for option pricing. Journal of Banking & Finance, 34(3), 633–646.
4. Ardia, D., & Boudt, K. (2018). The peer performance ratios of hedge funds. Journal of Banking & Finance, 87, 351–368.
5. Ardia, D., Boudt, K., & Nguyen, G. (2018). Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation. Quantitative Finance, 18(8), 1249–1259.
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