| 26.10.2009 Opalesque Exclusive: Sharpe ratio not so sharp a measure for hedge funds returns - GFIA study |
| By Christine Gaylican, Opalesque Asia: GFIA, a Singapore-based independent research and advisory firm, has raised some important points as it questioned the relevance of Sharpe ratios in evaluating the performance of hedge funds and other alternative investments. In its latest white paper, “The Myth of Persistent Sharpe Ratio,” GFIA scrutinized disappointing results of hedge funds ba |
| Article source: http://www.gfia.com.sg - Opalesque is not responsible for the content of external internet sites |