Hedge Fund Risk Dynamics: Implications for Performance Appraisal

2007 ◽  
Author(s):  
Nicolas P. B. Bollen ◽  
Robert E. Whaley
Keyword(s):  
Performance Appraisal ◽  
Hedge Fund ◽  
Risk Dynamics ◽  
Hedge Fund Risk

Hedge Fund Risk Dynamics: Implications for Performance Appraisal

2009 ◽  
Vol 64 (2) ◽  
pp. 985-1035 ◽  
Author(s):  
NICOLAS P.B. BOLLEN ◽  
ROBERT E. WHALEY
Keyword(s):  
Performance Appraisal ◽  
Hedge Fund ◽  
Risk Dynamics ◽  
Hedge Fund Risk

Calculating hedge fund risk: the draw down and the maximum draw down

2004 ◽  
Vol 11 (3) ◽  
pp. 259-282 ◽  
Author(s):  
Alessio Sancetta ◽  
Steve E. Satchell
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Risk
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