Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles

Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles

Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of 115 S...

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Bibliographic Details
Main Authors: Solórzano-Taborga, Pablo, Alonso-Conde, Ana Belén, Rojo-Suárez, Javier
Format: Article
Language:English
Published: Universidad Pablo de Olavide 2018-06-01
Series:Revista de Métodos Cuantitativos para la Economía y la Empresa
Subjects:
data envelopment analysis
persistence
hedge funds
absolute return funds
mutual funds
análisis envolvente de datos
persistencia
fondos de cobertura
fondos de retorno absoluto
fondos de inversión
Online Access:https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2703/2717

Internet

https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2703/2717

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