Author:
Vukovic Darko,Lapshina Kseniya A.,Maiti Moinak
Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference48 articles.
1. Predictability in hedge fund returns;Amenc;Financ. Anal. J.,2003
2. Composite measures for the evaluation of investment performance;Ang;J. Financ. Quant. Anal.,1979
3. On the role of skewness, kurtosis, and the location and scale condition in a Sharpe ratio performance evaluation setting;Auer;Int. J. Theor. Appl. Financ.,2015
4. Optimal hedge fund style allocation under higher moments;Bachmann;Intelligent Hedge Fund Investing,2003
5. Alternative performance measures for hedge funds;Bachmann;AIMA Journal,2003
Cited by
21 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献