LOWER PARTIAL MOMENTS AND MAXIMUM DRAWDOWN MEASURES IN HEDGE FUND RISK-RETURN PROFILE ANALYSIS

DOI10.17654/UM0090120043zbMath1358.91115OpenAlexW2496358675MaRDI QIDQ2967857

Izabela Pruchnicka-Grabias

Publication date: 2 March 2017

Published in: Universal Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9961.htm

zbMATH Keywords

efficiencyhedge fundsalternative risk measuresrisk return ratios

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82) Portfolio theory (91G10)

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