A measure of risk-adjusted return that is designed to apply the maximum drawdown as a measure of risk. This ratio...
A risk-adjusted return measure that quantifies the return generated by a hedge fund for each unit of risk it takes....
A risk-adjusted return measure that quantifies the return generated by a hedge fund for each unit of risk it takes....
A bias (distortion) that results from the decision of a hedge fund whether to report its results (returns or performance)...
A bias (distortion) that results from the decision of a hedge fund whether to report its results (returns or performance)...
A bias (distortion) that occurs if the database of hedge funds only includes information on surviving funds, i.e., those that continue to...
A bias (distortion) that results from a lack of liquidity and a lack of marking to market value. This bias is caused by...