Risk Preference Estimation in the Nonlinear Mean Standard Deviation Approach
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Economic inquiry : journal of the Western Economic Association International. - Hoboken, NJ : Wiley-Blackwell, ISSN 0095-2583, ZDB-ID 1911399. - Vol. 35.1997, 4, p. 770-782
Saha, Atanu, (1997)
Saha, Atanu, (2011)
PERSPECTIVES - Hedge Funds: Risk and Return - From a database that is relatively free of bias, this article provides measures of the returns of hedge funds and of the distinctly nonnormal characteristics of the data. The results include risk-adjusted measures of performance and tests of the degree to which hedge funds live up to their claim of market neutrality. The substantial attrition of hedge ...
Malkiel, Burton G., (2005)
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