Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation

Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation
ISBN-10
0471745367
ISBN-13
9780471745365
Series
Hedge Funds
Category
Business & Economics
Pages
653
Language
English
Published
2007-09-10
Publisher
John Wiley & Sons
Authors
Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou

Description

Specifically, Bacmann and Pache (2004) assume that investors choose either a portfolio to minimize the risk that returns will fall below a 1Lee and Lee (2004) and Sharma (2004) are examples of other studies investigating the possible ...

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