Methodology of measuring performance in alternative investment
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References listed on IDEAS
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More about this item
KeywordsAlternative investment; performance measure; additive independence condition; generalised Sharpe ratio; portfolio optimization.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-01 (All new papers)
- NEP-FIN-2005-12-01 (Finance)
- NEP-RMG-2005-12-01 (Risk Management)
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