Analysis of hedge fund strategies using slack-based DEA models (Q3057749)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5816717
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analysis of hedge fund strategies using slack-based DEA models |
scientific article; zbMATH DE number 5816717 |
Statements
Analysis of hedge fund strategies using slack-based DEA models (English)
0 references
17 November 2010
0 references
data envelopment analysis
0 references
hedge fund
0 references
Sharpe ratio
0 references
Calmar ratio
0 references
Sortino ratio
0 references
0.8135461807250977
0 references
0.7537232041358948
0 references
0.7228802442550659
0 references
0.7198330163955688
0 references
0.7183297276496887
0 references
