Performance and Risk Measurement Challenges For Hedge Funds: Empirical Considerations
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References listed on IDEAS
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- Roumpis, Efthymios & Syriopoulos, Theodore, 2014. "Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation," The Journal of Economic Asymmetries, Elsevier, vol. 11(C), pages 58-77.
More about this item
Keywordshedge funds; risk measurement; risk management;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2003-11-09 (Risk Management)
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