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Search: subject:"Omega index"
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Omega index
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Sharpe ratio
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hedge funds
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performance evaluation
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smoothed returns
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English
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Gallais-Hamonno, Georges
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Nguyen-Thi-Thanh, Huyen
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Centre Emile Bernheim, Solvay Brussels School of Economics and Management
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HAL
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The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method.
Gallais-Hamonno, Georges
;
Nguyen-Thi-Thanh, Huyen
-
Centre Emile Bernheim, Solvay Brussels School of …
-
2007
standard-deviation or the modified VaR. Funds' absolute performances, measured by traditional Sharpe ratio and
Omega
index
…
Persistent link: https://www.econbiz.de/10005558934
Saved in:
2
The necessity to correct hedge fund returns: empirical evidence and correction method
Gallais-Hamonno, Georges
;
Nguyen-Thi-Thanh, Huyen
-
HAL
-
2007
Value-At-Risk. Funds' performances, measured bytraditional Sharpe ratio and
Omega
index
decline considerably. By contrast …
Persistent link: https://www.econbiz.de/10008793728
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