Travail de recherche/Working paper
| Titre: |
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| Auteur: | Gallais-Hamonno, Georges; Nguyen-Thi-Thanh, Huyen |
| Statut de publication: | Publié, 2007 |
| series: | Working papers CEB, 07-034.RS |
| Sujet CREF: | Economie |
| Sujet JEL: | Portfolio Choice; Investment Decisions |
| International Financial Markets | |
| Volumes/pages: | 22 p. |
| Mots-clés: | hedge funds |
| smoothed returns | |
| performance evaluation | |
| Sharpe ratio | |
| Omega index. | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:07-034 |
