Moments Analysis in Risk and Performance Measurement

• Main Authors: LEE, David K. C., PHOON, Kok Fai, WONG, Choon Yuan
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2006
• 主題: Finance and Financial Management
• 在線閱讀: https://ink.library.smu.edu.sg/lkcsb_research/3361; https://doi.org/10.3905/jwm.2006.628685
• 機構: Singapore Management University

Noting that while hedge funds are well established in the United States and Europe, they have only begun to grow aggressively in Asia, the authors introduce a practical approach to analyzing the risk and performance of Asian hedge funds from the viewpoints of U.S. and Asia-Pacific based equity inves...