Zobrazeno 1 - 10
of 65
pro vyhledávání: '"Hedge fund performance"'
Autor:
Richard Van Horne
Publikováno v:
Journal of Banking and Financial Economics, Vol 2021, Iss 2(16), Pp 91-103 (2021)
This paper demonstrates how the Sharpe Ratio can be modified by altering the measure of “total risk” in the denominator of the Sharpe Ratio (i.e., the standard deviation) to include liquidity risk, a major risk for investors in hedge funds that
Externí odkaz:
https://doaj.org/article/3fce794ea2f3428ba250028ac83a6ae8
Autor:
Van Horne, Richard, Perez, Katarzyna
Publikováno v:
Journal of Banking and Financial Economics. 16(2):91-103
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1074031
Autor:
Van Horne, Richard
Publikováno v:
Nauki o Finansach / Financial Sciences. 26(2):102-125
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=1054468
Autor:
Baker, H. Kent, editor, Filbeck, Greg, editor
Externí odkaz:
https://doi.org/10.1093/oso/9780190607371.001.0001
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Lechner, Gerhard, Fauster, Benjamin
Publikováno v:
Finance, Markets and Valuation, Vol 4, Iss 1, Pp 1-14 (2018)
The hedge fund literature has already shown that hedge funds and mutual funds follow a different strategy. One result of the literature was that mutual funds herd into or out of stocks following the herd of hedge funds one quarter later. The aim of t
Externí odkaz:
https://doaj.org/article/e8a0d8ef1ae342f5808015e8a24e1f4d
Autor:
Baker, H. Kent, editor, Filbeck, Greg, editor
Publikováno v:
Hedge Funds : Structure, Strategies, and Performance, 2017.
Externí odkaz:
https://doi.org/10.1093/oso/9780190607371.003.0001
Publikováno v:
Managerial Finance, 2011, Vol. 38, Issue 1, pp. 4-26.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/03074351211188330
Autor:
Wiśniewski, Piotr
Publikováno v:
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu / Research Papers of Wrocław University of Economics. (158):1099-1110
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=241033
Funding Information: For helpful comments we would like to thank Robert Kosowski, Vance Martin and Antti Petäjistö. We also thank Pekka Tolonen for helping us with the data processing. We are grateful for the support of OP-Pohjola Group Research Fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5bef63f1b85c58d03ae49deaebcefadc
https://aaltodoc.aalto.fi/handle/123456789/109611
https://aaltodoc.aalto.fi/handle/123456789/109611