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Browsing Research Outputs (Business Management) by Author "Heymans, Andre"

Browsing Research Outputs (Business Management) by Author "Heymans, Andre"

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  • 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)
    The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio ...
  • Hedge Fund performance evaluation using the Sharpe and Omega ratios. 
    Van Dyk, Francois; van Vuuren, Gary; Heymans, Andre (The Clute Institute, 2014-05)
    The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio ...
  • Hedge fund performance using scaled Sharpe and Treynor Measures. 
    van Dyk, Francois; van Vuuren, Gary; Heymans, Andre (Clute Institute, 2014-11)
    The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution. ...

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