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Performance characteristics of hedge fund indices
Kapil, Sheeba, (2019)
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François, (2014)
Performance measurement of UCITS investment funds in Croatia
Curkovic, Marko, (2017)
The risk premiums in the Portuguese treasury bills interest rates : estimation by a cointegration method
Fonseca, José Soares da, (2002)
Innovation in return transmission and performance comparison between the five biggest Euro area stock markets
Fonseca, José Soares da, (2013)
The performance of the European stock markets : a time-varying Sharpe ratio approach
Fonseca, José Soares da, (2010)