A \textit{meta}-measure of performance related to both investors and investments characteristics

DOI10.1007/s10479-020-03771-wzbMath1494.91132MaRDI QIDQ2151684

Loriana Pelizzon, Monica Billio, Bertrand Maillet

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03771-w

zbMATH Keywords

performance measurement; hedge funds; higher-moments; statistical expansion

Mathematics Subject Classification ID

91G10: Portfolio theory

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