The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis
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More about this item
KeywordsAIFs; collective investment funds; performance evaluation; performance persistence; Sharpe ratio; Treynor ratio; UCITS; value-at-risk;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-06-25 (All new papers)
- NEP-FMK-2018-06-25 (Financial Markets)
- NEP-RMG-2018-06-25 (Risk Management)
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