Predicting hedge fund failure a comparison of risk measures.

Predicting hedge fund failure a comparison of risk measures.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hovedforfatter: Bing Liang
Format: Article
Sprog:English
Fag:
Hedge funds.
Risk assessment.
Standard deviation.
Investment policy.
Portfolio performance.
Comparative analysis.