Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
Benjamin R. Auer; Frank Schuhmacher
| Year of publication: |
2013
|
|---|---|
| Authors: | Auer, Benjamin R. ; Schuhmacher, Frank |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 24.2013, p. 153-165
|
| Subject: | Drawdowns | Hedge funds | Sharpe ratio | Performance measurement | Ranking | Hedgefonds | Hedge fund | Performance-Messung | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Ranking-Verfahren | Ranking method | Betriebliche Kennzahl | Financial ratio | Investmentfonds | Investment Fund |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009726414