Titlebook: Understanding Investment Funds; Insights from Perfor Virginie Terraza,Hery Razafitombo Book 2013 Palgrave Macmillan, a division of Macmilla

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Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach probabilistic moments. Different types of moments were used in the literature, namely, the conventional (central or raw) moments (Sharpe, 1966, Treynor and Black, 1973), the partial moments (Sortino and van der Meer, 1991, Sortino, van der Meer and Platinga, 1999, Bernardo and Ledoit, 2000, Sortino

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EXUDE

Conditioned Higher-Moment Portfolio: Optimization Using Optimal Controlthe mathematically correct treatment of information external to the investment assets themselves within what is otherwise a classical portfolio optimization context. The second is portfolio optimization involving higher moments of returns, which attempts to optimize for expected levels of portfolio

ARIA

The Hazard-Adjusted Portfolio: A New Capital Allocation Scheme from an Extreme-Risk Management Perspfield of extreme risks has enjoyed prioritization in the field of risk management (for example Chou ., 2005; Malevergne ., 2005; Capiello ., 2006; Gelagati ., 2006; Xie ., 2006; Colacito ., 2009; Karandikar ., 2009). Today, the primary goal for institutions and investors has shifted to ensuring long

Ingratiate

Mutual Fund Rating: A Symbolic Data Approachtor effort in terms of collecting and analyzing information about the funds operating within the same investment universe. This need for information has led to an increased demand for services that rate mutual funds. As a consequence, fund rating systems have been developed to give a basis for compa

entice

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Philippe Cogneau,Laurent Bodson,Georges Hübnerenvironment, both processes will be considered here. Main emphasis will be given to the formation and removal of acidic substances under special consideration of the important contributions within projects COST 61a (1972–1976) and COST 61a bis (1979–1983) of the Commission of the European Communities.

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AUGUR

The Fund Synthetic Index: An Alternative Benchmark for Mutual Fundso the presence of usual biases, such as sampling, survivorship and instant history biases (Fung and Shieh, 2002), involving problems in the aggregation procedure. Thus, one can explain why certain financial places are less representative, specifically for funds distribution places. Some results also