Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?

Journal of Banking and Finance

Volumn 34, Issue 2, 2010, Pages 295-303

  Glawischnig, Markus ^a   Sommersguter Reichmann, Margit ^a  

^a UNIVERSITY OF GRAZ   (Austria)

Author keywords

Alternative investments; Financial performance indexes; Modified Sharpe ratio; Non parametric performance evaluation

Indexed keywords

EID: 70449129749     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.07.017     Document Type: Article

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