The risk-adjusted performance of Alternative Investment Funds and UCITS : a comparative analysis
Silvio John Camilleri & Ritienne Farrugia
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Camilleri, Silvio John ; Farrugia, Ritienne |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 7, p. 23-37
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| Subject: | AIFs | collective investment funds | performance evaluation | performance persistence | Sharpe ratio | Treynor ratio | UCITS | value-at-risk | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Performance-Messung | Performance measurement | Risiko | Risk | Finanzanalyse | Financial analysis | Hedgefonds | Hedge fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v10n7p23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011881755