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Hedge fund performance using scaled Sharpe and Treynor Measures.
van Dyk, Francois
;
van Vuuren, Gary
;
Heymans, Andre
(
Clute Institute
,
2014-11
)
Hedge Fund performance evaluation using the Sharpe and Omega ratios.
Van Dyk, Francois
;
van Vuuren, Gary
;
Heymans, Andre
(
The Clute Institute
,
2014-05
)
The Bias ratio as a hedge fund fraud indicator: an empirical study under different economic conditions.
Van Dyk, Francois
;
van Vuuren, Gary
;
Heymans, Andre
(
The Clute Institute
,
2014-07
)
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Author
Heymans, Andre (3)
van Vuuren, Gary (3)
Van Dyk, Francois (2)
van Dyk, Francois (1)
Subject
Hedge Funds; Bias Ratio; Fraud; Risk Management; Sharpe Ratio (1)
Hedge Funds; Omega Ratio; Sharpe Ratio; Risk Management (1)
Hedge Funds; Risk Management; Sharpe Ratio; Treynor Ratio; Scaled Performance Measure (1)
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Date Issued
2014 (3)
Has File(s)
Yes (3)