Article ID Journal Published Year Pages File Type
5076831 Insurance: Mathematics and Economics 2012 11 Pages PDF
Abstract
► Introduction of FRAM (Fuzzy Risk Adjusted Performance Measures). ► Application of FRAM for ranking 50 hedge funds. ► Comparison with classical probability risk adjusted performances risk measures. ► Conclusion that shows the interest of our methods (FRAM).
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Fuzzy risk adjusted performance measures: Application to hedge funds
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