Home
Upside Potential Ratio
Links
Bibliography
, B.O.'.G.R.A.D.Y., Darren O'Connell . efmaefm.org. [not cited] (?/year)
ALBRECHT, P. and T. KLETT, 2004. Referenzpunktbezogene risikoadjustierte Performancemaβe: Theoretische Grundlagen . Mannheimer Manuskripte zur Risikotheorie, …. [Cited by 2 ] (0.45/year)
ALBRECHT, P. and T. KLETT, Rationalitatskonzepte, Entscheidungsverhalten und okonomische Modellierung . socionet.ru. [not cited] (?/year)
AMMANN, M. and P. MOERTH, 2008. Performance of Funds of Hedge Funds . Journal of Wealth Management. [Cited by 1 ] (2.18/year)
BAQUERO, G., EUR Repository . ep.eur.nl. [not cited] (?/year)
BAQUERO, G., On Hedge Fund Performance, Capital Flows and Investor Psychology . eepi.ubib.eur.nl. [Cited by 1 ] (?/year)
BAQUERO, G. and M. VERBEEK, Do Sophisticated Investors Believe in the Law of Small Numbers? . papers.ssrn.com. [Cited by 5 ] (?/year)
BAQUERO, G. and M. VERBEEK, A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money . papers.ssrn.com. [Cited by 10 ] (?/year)
BAQUERO, G. and M. VERBEEK, Style Investing: Aggregate Hedge Fund Flows and Investor Sentiment . fma.org. [not cited] (?/year)
BASU, A. and M. DREW, 2006. Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence . [Cited by 1 ] (0.41/year)
BEHR, P., et al. , Risiko-Renditeverhalten des neuen Covered Call-Index der Deutschen Börse . deutscheboerse.com. [not cited] (?/year)
BEHR, P., H. GRAF and A. GUTTLER, 2008. Risiko-Renditeprofil des neuen Covered-Call-Index der Deutschen Borse . Kredit und Kapital. [not cited] (0/year)
BERENYI, Z., Performance Of Leveraged Asset Funds . papers.ssrn.com. [Cited by 2 ] (?/year)
DA, C. and A.G.B. TETTAMANZI, 2008. Fuzzy-Evolutionary Modeling for Single-Position Day Trading. Natural Computing in Computational Finance. [Cited by 2 ] (4.36/year)
DI, U.D.S., 2008. Celia da Costa Pereira and Andrea GB Tettamanzi . Computational Intelligence (SCI). [not cited] (0/year)
E, B.I.I., COPYRIGHTED MATERIAL . media.wiley.com. [not cited] (?/year)
ELING, M., 2008. Does the Measure Matter in the Mutual Fund Industry? . Financial Analysts Journal. [Cited by 2 ] (4.36/year)
ELING, M. and E.B.Y.H. SCHMEISER, 2008. Performance Measurement in the Investment Industry: Does the Measure Matter . Financial Analysts Journal (forthcoming). [Cited by 2 ] (4.36/year)
ELING, M. and F. SCHUHMACHER, 2007. Does the choice of performance measure influence the evaluation of hedge funds? . Journal of Banking and Finance. [Cited by 19 ] (13.41/year)
ELING, M. and F. SCHUHMACHER, 2008. Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?(Digest Summary) . CFA Digest. [not cited] (0/year)
ELING, M. and F. SCHUHMACHER, DIE Beurteilung VON Hedgefonds-Indizes? . ivw.unisg.ch. [not cited] (?/year)
ELING, M., F. SCHUHMACHER and A.D. DIGITALE, Performance Measurement of Hedge Fund Indices—Does the Measure Matter? . Springer. [not cited] (?/year)
ELLIS, J.L., The Collective2 statistics program for equity curves . collective2.com. [not cited] (?/year)
FARINELLI, S. and L. TIBILETTI, 2003. Sharpe thinking with asymmetrical preferences . [Cited by 4 ] (0.74/year)
FARINELLI, S. and L. TIBILETTI, 2008. Sharpe thinking in asset ranking with one-sided measures . European Journal of Operational Research. [Cited by 1 ] (2.18/year)
FARINELLI, S. and L. TIBILETTI, Sharpe Thinking in asset ranking with a benchmark . kiwi.webfusion.co.uk. [not cited] (?/year)
FIELD, D.C., format. extent 888959 bytes-format. mimetype application/pdf-language. iso en en . dspace.ubib.eur.nl. [not cited] (?/year)
FIELD, D.C., format. extent 4747707 bytes-format. mimetype application/pdf-language. iso en en . dspace.ubib.eur.nl. [not cited] (?/year)
FRANçOIS-SERGE, L., 2004. Hedge Funds with Quantitative Insights . [Cited by 2 ] (0.45/year)
FRANçOIS-SERGE, L., The french leading professional bookseller . lavoisier.fr. [not cited] (?/year)
FUNDS, O.F.H., Martin Eling Frank Schuhmacher . alexandria.unisg.ch. [not cited] (?/year)
HAAS, E.E., 2004. Mutual Fund Expense Ratios: How High Is Too High? . JOURNAL OF FINANCIAL PLANNING-DENVER-. [not cited] (0/year)
HOME, E.P. and F.A.Q. ECONPAPERS, Risk-adjusted performance measures and implied risk-attitudes . netec.mcc.ac.uk. [not cited] (?/year)
INCOME, N.S.A.L.O.W., et al. , THE SOUTHERN BUSINESS & ECONOMIC JOURNAL . aum.edu. [not cited] (?/year)
INGERSOLL, J., et al. , 2007. Portfolio Performance Manipulation and Manipulation-proof Performance Measures . Review of Financial Studies. [Cited by 3 ] (2.12/year)
JOHNSON, K. and T. KRUEGER, Market Timing versus Dollar-Cost Averaging: Evidence based on Two Decades of Standard & Poor's 500 … . uwlax.edu. [not cited] (?/year)
KAISER, D.G. and D. SCHWEIZER, Strategic Hedge Fund Portfolio Construction that Incorporates Higher Moments . papers.ssrn.com. [Cited by 1 ] (?/year)
LEGGIO, B. and D. LIEN, 2000. Is Covered Call Investing Wise? Evaluating the Strategy Using Risk-Adjusted Performance Measures . Retrieved January. [Cited by 1 ] (0.12/year)
LEGGIO, K.B. and D. LIEN, 2003. An empirical examination of the effectiveness of dollar-cost averaging using downside risk … . Journal of Economics and Finance. [Cited by 8 ] (1.48/year)
LEUNG, P.U.I.L.A.M., On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of iShares . papers.ssrn.com. [Cited by 1 ] (?/year)
LIEN, D., 2002. Relationships Between Some Risk-Adjusted Performance Measures . Journal of Futures Markets. [Cited by 5 ] (0.78/year)
MADANOGLU, M., 2005. Underlying Risk Dimensions in the Restaurant Industry: A Strategic Finance Approach . [Cited by 2 ] (0.59/year)
MADANOGLU, M., K. LEE and F.A. KWANSA, 2008. Risk-Return Analysis of Fast-Food Versus Casual-Dining Restaurants: Who Moved My Cheeseburger? . Journal of Hospitality & Tourism Research. [not cited] (0/year)
MADANOGLU, M., M. ERDEM and D. GURSOY, 2008. Risk return and cost of equity of small and large casual-dining restaurants . International Journal of Hospitality Management. [not cited] (0/year)
MAMOGHLI, C. and S. DABOUSSI, Capital Asset Pricing Models and Performance Measures in the Downside Risk Framework . papers.ssrn.com. [not cited] (?/year)
MAMOGHLI, C., S. DABOUSSI and C. UNIVERSITAIRE, Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework . papers.ssrn.com. [not cited] (?/year)
MEASURES, P., Financial Analysts Journal. Does the Measure Matter in the Mutual Fund Industry? . [not cited] (?/year)
MEWASINGH, V., 2006. DOWNSIDE-RISK PERFORMANCE MEASURES AND HEDGE FUNDS . [not cited] (0/year)
MOERTH, P., Hedge Funds: Performance Analysis, Strategy Classification, and Portfolio Construction . unisg.ch. [not cited] (?/year)
MRICS, W.G.K.M.S., An impulse for a more “modern” way of portfolio analysis, benchmarking real estate investments on … . citg.tudelft.nl. [not cited] (?/year)
NAWROCKI, D.N., 2004. Downside Risk Measures . The Investment Think Tank: Theory, Strategy, And Practice …. [not cited] (0/year)
NGUYEN-THI-THANH, H., Assessing Hedge Fund Performance: Does the Choice of Measures Matter? . hal.inria.fr. [not cited] (?/year)
NGUYEN-THI-THANH, H., On the Consistency of Performance Measures for Hedge Funds . fdef.uni.lu. [not cited] (?/year)
ORNELAS, J.R.H., A. FARIAS and A.F.A.S. JUNIOR, Manipulation-Proof Performance Evaluation of Brazilian Fixed Income and Multimarket Funds . papers.ssrn.com. [not cited] (?/year)
OSIPOVS, D., CRANFIELD SCHOOL OF MANAGEMENT FINANCE & ACCOUNTING GROUP. [not cited] (?/year)
OSIPOVS, D., Hedge fund performance measurement . dspace.lib.cranfield.ac.uk. [not cited] (?/year)
PACKAGE, T., et al. , The PerformanceAnalytics Package . bne-a-rs2.retain.aarnet.edu.au. [not cited] (?/year)
PEDERSEN, C. and S. SATCHELL, 2002. On the foundation of performance measures under asymmetric returns . Quantitative Finance. [Cited by 22 ] (3.43/year)
PERELLO, J., Downside Risk Metrics applied to Hedge Funds: An overview and some extensions . edge-fund.com. [not cited] (?/year)
PERELLó, J., 2007. Downside Risk analysis applied to the Hedge Funds universe . Physica A: Statistical Mechanics and its Applications. [Cited by 3 ] (2.12/year)
PLANTINGA, A., 2007. PERFORMANCE MEASUREMENT AND EVALUATION . MPRA paper. [Cited by 1 ] (0.71/year)
PLANTINGA, A. and J.S. DE, 2002. Risk-Adjusted Performance Measures and Implied Risk Attitudes (Digest Summary) . CFA Digest. [not cited] (0/year)
PLANTINGA, A. and S. DE, Risk-Adjusted Performance Measures and Implied Risk-Attitudes . papers.ssrn.com. [Cited by 6 ] (?/year)
PLANTINGA, A., F. SORTINO and R. VAN, 2001. The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets . [Cited by 3 ] (0.40/year)
PLANTINGA, A., F. SORTINO and R.V. MEER, 1999. The Dutch Triangle . Journal of Portfolio Management. [not cited] (0/year)
SAIDOV, T., Performance of German Mutual Funds . papers.ssrn.com. [not cited] (?/year)
SATCHELL, S., 2001. Managing Downside Risk in Financial Markets . books.google.com. [Cited by 1 ] (0.13/year)
SORTINO, F.A. and B. KUAN, Senior Consultant . srconsultant.com. [not cited] (?/year)
SPIEGEL, M.I., W.N. GOETZMANN and I.V.O. WELCH, 2007. Portfolio Performance Manipulation and Manipulation-Proof Performance Measures . The Review of Financial Studies. [not cited] (0/year)
STRAβER, J., 2007. Mythos Cost-Average? . [not cited] (0/year)
SULLIVAN, P.A., et al. , 2004. Methods and apparatus for investment portfolio selection, allocation, and management to generate … . US Patent App. 10/974,196. [not cited] (0/year)
TIBILETTI, L. and S. FARINELLI, Sharpe Thinking with Asymmetrical Preferences . papers.ssrn.com. [Cited by 1 ] (?/year)
VAN, R., A. PLANTINGA and F. SORTINO, The Impact of Downside Risk on Risk-Adjusted Performance of Mutual Funds in the Euronext Markets . papers.ssrn.com. [not cited] (?/year)