A meta-measure of performance related to both investors and investments characteristics
Monica Billio, Bertrand Maillet, Loriana Pelizzon
| Year of publication: |
2022
|
|---|---|
| Authors: | Billio, Monica ; Maillet, Bertrand ; Pelizzon, Loriana |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 1405-1447
|
| Subject: | Performance measurement | Hedge funds | Higher-moments | Statistical expansion | Performance-Messung | Hedgefonds | Hedge fund | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Investmentfonds | Investment Fund | Institutioneller Investor | Institutional investor |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-020-03771-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342131