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Risk-adjusted performance of hedge funds M-3 model and benchmarks - by Maya Mouin El Saghir
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| dc.contributor.author | El Saghir, Maya Mouin |
| dc.date.accessioned | 2012-06-13T07:10:05Z |
| dc.date.available | 2012-06-13T07:10:05Z |
| dc.date.issued | 2006 |
| dc.identifier.uri | http://hdl.handle.net/10938/7293 |
| dc.description | Project (M.B.A.)--American University of Beirut, Suliman S. Olayan School of Business, 2006. |
| dc.description | Bibliography: leaves 78-81. |
| dc.description.abstract | The theoretical part of the project has two objectives. It first documents what previous researchers have found concerning the importance of the three main diff erences between the traditional volatility-adjusted M-2 measure and the new corr elation-adjus |
| dc.format.extent | xi, 81 leaves 30 cm. |
| dc.language.iso | eng |
| dc.relation.ispartof | Theses, Dissertations, and Projects |
| dc.subject.classification | Pj:001349 AUBNO |
| dc.subject.lcsh | Risk management |
| dc.subject.lcsh | Benchmarking (Management) |
| dc.subject.lcsh | Hedge funds |
| dc.title | Risk-adjusted performance of hedge funds M-3 model and benchmarks - by Maya Mouin El Saghir |
| dc.type | Project |
| dc.contributor.department | American University of Beirut. Suliman S. Olayan School of Business |
