Browsing by Subject "Risk Management"
Now showing items 1-5 of 5
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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 ... -
Development of a conceptual model for a marine oil spills management system in South Africa
(North-West University (South Africa), 2022)The impacts of oil pollution incidents on a pristine marine environment threaten the biodiversity of the affected ecosystem and exert pressure on the socio-economics of the concerned region. These pressures, nevertheless, ... -
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. ... -
Social network analysis in the context of information security risk management
(North-West University (South Africa), 2020)One of the primary factors that determines the efficacy of information security is addressing the risks associated with the human actors involved. This is usually accomplished through the use of security policies that aim ...