the peer performance ratios of hedge funds.pdf

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文件名称：the peer performance ratios of hedge funds.pdf
文件大小：446KB
文件格式：PDF
更新时间：2020-09-30 07:37:20
Sharperatio The Sharpe ratio (Sharpe 1992) is one industry standard for measuring the absolute risk adjusted performance of hedge funds. This function performs the testing of Sharpe ratio difference for two funds using the approach by Ledoit and Wolf (2002).