Importance Weights of Performance Ratios: Analyzing Hedge Funds by Entropy Method
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Tarih
2022
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this study, it is aimed to examine the importance weights of performance ratios by using the data of hedge funds operating in the January 1999-May 2019 period. In the study information, Calmar, Jensens alpha, m-square, Sharpe, Sortino and Sterling ratios, which hedge fund investors expect to be high, were calculated, and the importance weights of these ratios were determined by the Entropy method, which is one of the multi- criteria decision-making methods. The results show that Sortino, Sterling, and Jensen’s alpha ratios have higher importance weights than other ratios.
Açıklama
Anahtar Kelimeler
Matematik, İktisat, İşletme Finans
Kaynak
MALİYE FİNANS YAZILARI
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
118
