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Evaluating hedge fund performance
Tran, Vinh Quang, (2005)
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François, (2014)
The risk-adjusted performance of Alternative Investment Funds and UCITS : a comparative analysis
Camilleri, Silvio John, (2018)
Computing risk measures for non-normal asset returns using Copula theory
Mzoughi, Hela, (2013)
Do Economic Surprises Explain Returns of Stocks : The Case of COVID-19 Pandemic
Amar, Amine Ben, (2021)
How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas