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Does the choice of performance measure influence the evaluation of hedge funds? · Study

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ArticleDoes the choice of performance measure influence the evaluation of hedge funds?

Martin Eling2007

OA

Articlegreen2007

Does the choice of performance measure influence the evaluation of hedge funds?

Martin Eling · Frank Schuhmacher

424 citations·0/0 files stored·Journal of Banking & Finance

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 424 citations exist upstream.

References

1999Coherent Measures of Risk 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 1988Theory of Financial Decision Making.1968The Performance of Mutual Funds in the Period 1945-1964 2012How to Rate Management of Investment Funds 2003Risks and Portfolio Decisions Involving Hedge Funds 1999The Performance of Hedge Funds: Risk, Return, and Incentives

Cited by

2015Do socially (ir)responsible investments pay? New evidence from international ESG data 2008Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance 2016The profitability of pairs trading strategies: distance, cointegration and copula methods 2007Comparing Sharpe ratios: So where are the p-values?2008Does the Measure Matter in the Mutual Fund Industry?2014Do Socially Responsible Investment Policies Add or Destroy European Stock Portfolio Value?2013Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets 2007Robust Performance Hypothesis Testing with the Sharpe Ratio

Details

Year2007

Typearticle

Published2007-02-03

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations424

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jbankfin.2006.09.015

openalex_workW1977014628

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