English
Robust Assessment of Hedge Fund Performance through Nonparametric Discounting.
Publication EDHEC
2012
77
134.77-ALMEI
Nbre d'exemplaires : 1
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Sommaire : 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)
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : Bibliothèque