58 resultados para SDI index

em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland


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This study examines performance persistence of hedge funds from investor's point of view and look at the methods by which an investor could choose the successful hedge funds to the portfolio. This study was used the data from HFI & Tremont databases on period 1998-2007. In this study used the 36-month combination (24-month selection and 12-month prediction periods). As the research methods used the Sharpe index, raw returns, MVR (mean variance ratio), GSC-clustering, the SDI index and the new combination of metrics. The evaluation criterions of the results used the volatility, excess returns and the Sharpe index. This study compared different results from the 7 time series with each other, and commenting the problems on a portfolio loss of funds.

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Tiivistelmä: Pituusboniteettisovellus ojitusalueiden metsille

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Arkit: 1 arkintunnukseton lehti, N4.

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Arkit: 1 arkintunnukseton lehti, K4.

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Arkit: 1 arkintunnukseton lehti, E4.

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Arkit: 1 arkintunnukseton lehti, C4.

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Arkit: 1 arkintunnukseton lehti, D4.