Research and publications
Measure for Measure
In a previous paper, Life at Sharpe's End, the author touched upon the difficulty of using standard measures to evaluate a number of hedge fund strategies. In this article, after reviewing these difficulties, she discusses the state-of-the-art methodology in this area.
Author(s):
Hilary Till
Summary:
In a previous paper, Life at Sharpe's End, the author touched upon the difficulty of using standard measures to evaluate a number of hedge fund strategies. In this article, after reviewing these difficulties, she discusses the state-of-the-art methodology in this area.
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Register/Log in| Type : | Working paper |
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| Date : | 10/08/2001 |
| Keywords : |
Alternative Investments |
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