One-size or tailor-made performance ratios for ranking hedge funds?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1057/jdhf.2010.20.pdf
Reference31 articles.
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4. Campbell, A. and Kräussl, R. (2007) Revisiting the home bias puzzle: Downside equity risk. Journal of International Money and Finance 26: 1239–1260.
5. Biglova, A., Ortobelli, S., Rachev, S.T. and Stoyanov, S. (2004) Different approaches to risk estimation in portfolio theory. Journal of Portfolio Management 31: 103–112.
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