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Understanding Investment Funds

Edited by Virginie Terraza and Hery Razafitombo

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2013
ISBN: 978-1-137-27361-1
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Chapters in this book:

Introduction
Virginie Terraza and Hery Razafitombo
Is There a Link between Past Performance and Fund Failure?
Philippe Cogneau, Laurent Bodson and Georges Hübner
The Fund Synthetic Index: An Alternative Benchmark for Mutual Funds
Virginie Terraza and Hery Razafitombo
Hedge Funds Risk-adjusted Performance Evaluation: A Fuzzy Set Theory-Based Approach
Alfred M. Mbairadjim, Jules Sadefo Kamdem and Michel Terraza
Hedge Funds Risk Measurement in the Presence of Persistence Phenomena
Mohamed A. Limam, Rachida Hennani and Michel Terraza
Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control
Marc Boissaux and Jang Schiltz
The Hazard-Adjusted Portfolio: A New Capital Allocation Scheme from an Extreme-Risk Management Perspective
Falk Laube and Virginie Terraza
Mutual Fund Rating: A Symbolic Data Approach
Virginie Terraza and Carole Toque

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Persistent link: https://EconPapers.repec.org/RePEc:pal:palbok:978-1-137-27361-1

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http://www.palgrave.com/9781137273611

DOI: 10.1057/9781137273611

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