A new efficiency test for ranking investments: application to hedge fund performance (Q2311175)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new efficiency test for ranking investments: application to hedge fund performance |
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A new efficiency test for ranking investments: application to hedge fund performance (English)
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10 July 2019
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performance measurement
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cost-efficiency
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optimal portfolio choice
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preferences
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Sharpe ratio
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hedge funds
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