Url : https://www.edhec.edu/fr/publications/robust-assessment-hedge-fund-performance-through-nonparametric-discounting

Contents : Executive Summary
1. Introduction
3. Minimum Discrepancy Risk-Adjustment Factors
3. SDF Approach to Performance Measurement
4. Robustness
5. Conclusion
Appendices & Tables
References
About Newedge
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2009-2012)

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque