✦ LIBER ✦

L-performance with an application to hedge funds

✍ Scribed by Serge Darolles; Christian Gourieroux; Joann Jasiak

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditionally fitted Sharpe performance

✍ Serge Darolles; Christian Gourieroux 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 354 KB

Fuzzy risk adjusted performance measures

✍ J. Sadefo Kamdem; A. Mbairadjim Moussa; M. Terraza 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 276 KB

Performance analysis of Brazilian hedge

✍ Gustavo A. Jordão; Marcelo L. de Moura 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 322 KB

On Optimal Instrumental Variables Genera

✍ François-Éric Racicot; Raymond Théoret 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 52 KB

Funds of hedge funds: performance, risk

✍ Daniel Edelman; William Fung; David A. Hsieh; Narayan Y. Naik 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 650 KB

An empirical analysis of hedge fund perf

✍ Viet Do; Robert Faff; J. Wickramanayake 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 120 KB