Downside Risk analysis applied to the Hedge Funds universe-Reference-Cited by-同舟云学术

Downside Risk analysis applied to the Hedge Funds universe

Published:2007-09 Issue:2 Volume:383 Page:480-496
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Perelló Josep

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference31 articles.

1. Hedge Funds: Myths and Limits;Lhabitant,2002

2. L.A. Seco, Hedge funds: Truths and Myths, Rev. Econ. Financ. 6 (2005), Downloadable from: 〈http://www.risklab.ca/seco/Seco-HedgeFunds-TruthsMyths.pdf〉.

3. Measuring risk-adjusted returns in alternative investments

4. Risk considerations unique to hedge funds

5. H. Markowitz, Portfolio Selection: Efficient Diversification of Investments, Wiley, New York, 1956 and reprinted by Blackwell, Oxford, 1991.

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