Consortium of Swiss Academic Libraries

Why not use SDF rather than beta models in performance measurement?

Gusset, Jonas ; Zimmermann, Heinz

In: Financial Markets and Portfolio Management, 2014, vol. 28, no. 4, p. 307-336

Consortium of Swiss Academic Libraries

Performance measurement of hedge funds using data envelopment analysis

Eling, Martin

In: Financial Markets and Portfolio Management, 2006, vol. 20, no. 4, p. 442-471