Does the choice of performance measure influence the evaluation of hedge funds?

Journal of Banking and Finance

Volumn 31, Issue 9, 2007, Pages 2632-2647

  Eling, Martin ^a   Schuhmacher, Frank ^b  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

^b UNIVERSITY OF LEIPZIG   (Germany)

Author keywords

Asset management; Hedge funds; Performance measurement; Rank correlation; Sharpe ratio

Indexed keywords

EID: 34547929938     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.09.015     Document Type: Article

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