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Different Risk-Adjusted Fund Performance Measures – a Comparison Different Risk-Adjusted Fund Performance Measures – a Comparison Referee Report for Economics Manuscript # 385 “Different Risk-Adjusted Fund Performance Measures: A Comparison” Summary This paper compares various risk-adjusted performance measures for a set of mutual funds. The authors argue that performance measures based on Value-at-Risk (VaR) or.
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Asset Return VolatilityDifferent RisksFinance LiteratureFund Performance Measures