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Quantitative Finance
Volumn 2, Issue 6, 2002, Pages 408-411
Risk considerations unique to hedge funds
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Indexed keywords

EID: 85011187112     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2002.0000008     Document Type: Note
Times cited : (2)
References (6)
  • 1
    • 85011223069 scopus 로고    scopus 로고
    • Risks and portfolio decisions involving hedge funds
    • at press
    • Agarwal V and Naik N 2003 Risks and portfolio decisions involving hedge funds. Rev. Financial Studies at press
    • (2003) Rev. Financial Studies
    • Agarwal, V.1    Naik, N.2
  • 3
    • 2942671125 scopus 로고    scopus 로고
    • Risk in fixedincome hedge fund styles
    • Fung W and Hsieh D 2002 Risk in fixedincome hedge fund styles. J. Fixed Income 126-27
    • (2002) J. Fixed Income , pp. 126-127
    • Fung, W.1    Hsieh, D.2
  • 4
    • 2942666643 scopus 로고    scopus 로고
    • A framework for the interpretation of excess downside deviation
    • September 2002
    • Johnson D, Macleod N and Thomas C 2002 A framework for the interpretation of excess downside deviation. AIMA Newsletter September 2002, pp 14-6
    • (2002) AIMA Newsletter , pp. 14-16
    • Johnson, D.1    Macleod, N.2    Thomas, C.3
  • 5
    • 0002716956 scopus 로고
    • Asset allocation: Measurement style and performance measurement
    • Sharpe W 1992 Asset allocation: measurement style and performance measurement. J. Portfolio Management 18 7-19
    • (1992) J. Portfolio Management , vol.18 , pp. 7-19
    • Sharpe, W.1
  • 6
    • 0346117493 scopus 로고    scopus 로고
    • The difficulties of measuring the benefits of hedge funds
    • Signer A and Favre L 2002 The difficulties of measuring the benefits of hedge funds. J. Alternative Investments 5 31-41
    • (2002) J. Alternative Investments , vol.5 , pp. 31-41
    • Signer, A.1    Favre, L.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.