Mean Variance Analysis of Asian Hedge Funds
Yongchang Huia, Zhidong Baib, Kok-Fai Phoonc and Wing-Keung Wongd, aXi’an Jiaotong University, School of Mathematics and Statistics, No. 28, Xianning West Road, Xi’an, Shaanxi 710 049, PR China, bNortheast Normal University, KLASMOE & School of Mathematics and Statistics, 5268 People’s street, Changchun, Jilin 130 024, PR China, cSingapore Management University, Lee Kong Chian School of Business, 50 Stamford Road, Singapore, 178 899, Singapore, dHong Kong Baptist University, WLB, Shaw Campus, Kowloon Tong, Hong Kong
Abstract
In this chapter, we recommend the use of both the mean-variance (MV) rule and mean-variance-ratio (MVR) test to examine the performance of investment assets. ...
Get Handbook of Asian Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
