LOWER PARTIAL MOMENTS AND MAXIMUM DRAWDOWN MEASURES IN HEDGE FUND RISK-RETURN PROFILE ANALYSIS (Q2967857)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOWER PARTIAL MOMENTS AND MAXIMUM DRAWDOWN MEASURES IN HEDGE FUND RISK-RETURN PROFILE ANALYSIS |
scientific article |
Statements
LOWER PARTIAL MOMENTS AND MAXIMUM DRAWDOWN MEASURES IN HEDGE FUND RISK-RETURN PROFILE ANALYSIS (English)
0 references
2 March 2017
0 references
hedge funds
0 references
alternative risk measures
0 references
efficiency
0 references
risk return ratios
0 references
