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The risk of informationless investing: hedge fund performance measurement bias
Weisman, Andrew B., (2003)
Value at Risk Methodology for Measuring Performance of Mutual Funds
Sahi, Anu, (2013)
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François, (2014)
Average drawdown risk and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza, (2013)
An extensile method on the arbitrage prising theory based on downside risk (D-APT)
Tavakoli Baghdadabad, Mohammad Reza, (2014)
A replacement method in evaluating the performance of international mutual funds