Beyond mean-variance : assessing hedge fund performance in a non-parametric world
Afrae Hassouni, Hugues Pirotte
| Year of publication: |
2022
|
|---|---|
| Authors: | Hassouni, Afrae ; Pirotte, Hugues |
| Subject: | Directional DEA | Hedge funds | Non-parametric efficient frontier | Performance | Hedgefonds | Hedge fund | Data-Envelopment-Analyse | Data envelopment analysis | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Welt | World | Kapitaleinkommen | Capital income | Technische Effizienz | Technical efficiency | Hedging |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-022-00409-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431703