Browsing by Subject "Hedge Funds"
Now showing items 1-4 of 4
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The bias ratio as a hedge fund fraud indicator: an empirical performance study under different economic conditions
(Clute Institute, 2014-07)The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio ... -
Hedge fund performance evaluation using the sharpe and omega ratios
(Clute Institute, 2014-05)The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio ... -
Hedge fund performance using scaled Sharpe and Treynor measures
(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. ... -
A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007-2009 financial crisis
(Clute Institute, 2014-01)Hedge funds are considered to be market-neutral due to their unrestricted investment flexibility and more efficient market timing abilities (Ennis & Sebastian, 2003). They may also be considered as suitably unconventional ...