Анализ инвестиционной деятельности на основе количественных мер, настроенных на риск // Performance Analysis Based on Adequate Risk-Adjusted Measures
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- Martin Eling, 2009. "Does Hedge Fund Performance Persist? Overview and New Empirical Evidence," European Financial Management, European Financial Management Association, vol. 15(2), pages 362-401, March.
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Keywords
performance measures; correlation; manager ranking; индикаторы эффективности; корреляция; ранжирование инвестиционных менеджеров;All these keywords.
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