Moments Analysis in Risk and Performance Measurement

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...

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Bibliographic Details
Main Authors: LEE, David K. C., PHOON, Kok Fai, WONG, Choon Yuan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3361
https://doi.org/10.3905/jwm.2006.628685
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Institution: Singapore Management University
Language: English