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Performance measurement of hedge fund indices—does the measure matter?.
| Content Provider | CiteSeerX |
|---|---|
| Author | Eling, Martin Schuhmacher, Frank |
| Abstract | Performance measurement is an integral part of investment analysis and risk management. The goal of performance measurement is to build a ranking of different investments on the basis of risk-adjusted returns in order to evaluate the relative success of these investments. The Sharpe Ratio is the best-known measure |
| File Format | |
| Access Restriction | Open |
| Subject Keyword | Performance Measurement Hedge Fund Index Measure Matter Different Investment Risk-adjusted Return Investment Analysis Best-known Measure Risk Management Integral Part Relative Success Sharpe Ratio |
| Content Type | Text |