The persistence in hedge fund performance : extended analysis
Daniel P. J. Capocci
| Year of publication: |
2009
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|---|---|
| Authors: | Capocci, Daniel |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 14.2009, 3, p. 233-255
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| Subject: | Hedge fund | return | performance | persistence | sustainability | volatility Sharpe score | alpha | beta | skewness | kurtosis | Hedgefonds | Kapitaleinkommen | Capital income | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Hedging | CAPM | Performance-Messung | Performance measurement | Betafaktor | Beta risk |
| 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/10003901056