Risk and performance estimation in hedge funds revisited: Evidence from errors in variables
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012.
"Fuzzy risk adjusted performance measures: Application to hedge funds,"
Insurance: Mathematics and Economics,
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- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universitiy of Montpellier, revised Sep 2012.
- Szabolcs Blazsek & Anna Downarowicz, 2013. "Forecasting hedge fund volatility: a Markov regime-switching approach," The European Journal of Finance, Taylor & Francis Journals, vol. 19(4), pages 243-275, April.
More about this item
KeywordsErrors in variables Measurement errors Hedge fund performance Asset pricing models;
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