Hedge Funds With(out) Edge
With(out) Edge: A new benchmark for assessing hedge fund performance is suggested, dividing funds into two groups based on their Sharpe ratios and skewness, and predicting their performance.
Featured in No. 8 on 19 Jul 2023 · 2 days after release · 0 citations today
- Released
- 17 Jul 2023
- First featured
- No. 8 · 19 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4513205
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).