Eling, Martin - Institut für Versicherungswirtschaft <Sankt Gallen> - 2008
virtually identical rank ordering using hedge fund data. We extend this research byanalyzing a large data set of 38,954 funds … other performance measures and found vir-
tually identical rank ordering using hedge fund data. We extend this research by … Calmar ratio, and the modified Sharpe ratio, all of which are
currently being debated in hedge fund literature (for an …