Risk-adjusted performance of hedge funds M-3 model and benchmarks - by Maya Mouin El Saghir

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dc.contributor.authorEl Saghir, Maya Mouin
dc.contributor.departmentSuliman S. Olayan School of Business
dc.contributor.facultySuliman S. Olayan School of Business
dc.contributor.institutionAmerican University of Beirut
dc.date2006
dc.date.accessioned2012-06-13T07:10:05Z
dc.date.available2012-06-13T07:10:05Z
dc.date.issued2006
dc.descriptionProject (M.B.A.)--American University of Beirut, Suliman S. Olayan School of Business, 2006.
dc.descriptionBibliography: leaves 78-81.
dc.description.abstractThe 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.extentxi, 81 leaves 30 cm.
dc.identifier.urihttp://hdl.handle.net/10938/7293
dc.language.isoen
dc.relation.ispartofTheses, Dissertations, and Projects
dc.subject.classificationPj:001349 AUBNO
dc.subject.lcshRisk management
dc.subject.lcshBenchmarking (Management)
dc.subject.lcshHedge funds
dc.titleRisk-adjusted performance of hedge funds M-3 model and benchmarks - by Maya Mouin El Saghir
dc.typeProject

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