Evaluating novel hedge fund performance measures under different economic conditions / Francois van Dyk
Performance measurement is an integral part of investment analysis and risk management. Investment performance comprises two primary elements, namely; risk and return. The measurement of return is more straightforward compared with the measurement of risk: the latter is stochastic and thus requires...
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| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/10394/13443 |