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SSRNDerivatives & Volatility

Hedge Funds With(out) Edge

With(out) Edge: A new benchmark for assessing hedge fund performance is suggested, dividing funds into two groups based on their Sharpe ratios and skewness, and predicting their performance.

Featured in No. 8 on 19 Jul 2023 · 2 days after release · 0 citations today

Released
17 Jul 2023
First featured
No. 8 · 19 Jul 2023
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4513205

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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