Dicing with the market: randomized procedures for evaluation of mutual funds
F Lisi - Quantitative Finance, 2011 - Taylor & Francis
The main interest of subscribers to mutual funds is knowing how much their wealth grows
and, thus, the whole performance of a fund manager in a fixed interval of time. Closely …
and, thus, the whole performance of a fund manager in a fixed interval of time. Closely …
Measuring the volatility of hedge fund returns
DS Rogers, CJ Van Dyke - The Journal of Wealth …, 2006 - search.proquest.com
To the detriment of academics and investors there is not yet a single quantitative measure
that can properly encompass the risks inherent in hedge funds. There are over a dozen …
that can properly encompass the risks inherent in hedge funds. There are over a dozen …
Institutional investment due diligence on funds of hedge funds
JE Dunn III - Funds of Hedge Funds, 2006 - Elsevier
Publisher Summary The chapter reviews some of the due-diligence processes that are often
applied by larger investors to the selection of fund of funds and provides insight into a …
applied by larger investors to the selection of fund of funds and provides insight into a …
[CITATION][C] Hedge fund performance measurement
D Osipovs - Cranfield University