Predicting hedge fund failure a comparison of risk measures.

Predicting hedge fund failure a comparison of risk measures.

Bibliographic Details
Published in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Main Author: Bing Liang
Format: Article
Language:English
Subjects:
Hedge funds.
Risk assessment.
Standard deviation.
Investment policy.
Portfolio performance.
Comparative analysis.