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Volumn 47, Issue 1, 2002, Pages 153-171
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Markets and industry an evaluation of hedge funds: Risk, return and pitfalls
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Author keywords
Hedge funds; Hurts ratio; Nonnormal distribution; Performance measurement; Risk management; Risk penalty function
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Indexed keywords
INVESTMENT;
PERFORMANCE ASSESSMENT;
RISK ASSESSMENT;
SAVINGS;
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EID: 0036554372
PISSN: 02175908
EISSN: None
Source Type: Journal
DOI: 10.1142/S0217590802000493 Document Type: Article |
Times cited : (6)
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References (22)
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