Discover how quantitative analysis can illuminate hedge fund performance, offering insights into risk metrics and benchmarks ...
Performance measures must align with portfolio use and features. Avoid Sharpe and similar ratios due to flaws; consider alternatives like trimmed alpha, median returns, and value at risk. CAGR is ...
Please note: This item is from our archives and was published in 2002. It is provided for historical reference. The content may be out of date and links may no longer function. SINCE MOST KEY BUSINESS ...
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