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    • Hedge fund performance using scaled Sharpe and Treynor measures 

      Van Dyk, Francois; Van Vuuren, Gary; Heymans, André (Clute Institute, 2014-11)
      The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution. ...