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Browsing Research Outputs (Business Management) by Subject "Hedge Funds; Omega Ratio; Sharpe Ratio; Risk Management"

Browsing Research Outputs (Business Management) by Subject "Hedge Funds; Omega Ratio; Sharpe Ratio; Risk Management"

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  • 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 ...

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