Importance Weights of Performance Ratios: Analyzing Hedge Funds by Entropy Method

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dc.contributor.authorCoşkun, Aykan
dc.contributor.authorZor, İsrafil
dc.date.accessioned2025-01-21T16:13:50Z
dc.date.available2025-01-21T16:13:50Z
dc.date.issued2022
dc.departmentKırıkkale Üniversitesi
dc.description.abstractIn 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.
dc.identifier.doi10.33203/mfy.1075559
dc.identifier.endpage12
dc.identifier.issn1308-6014
dc.identifier.issue118
dc.identifier.startpage1
dc.identifier.trdizinid1149234
dc.identifier.urihttps://doi.org/10.33203/mfy.1075559
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/1149234
dc.identifier.urihttps://hdl.handle.net/20.500.12587/22017
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.relation.ispartofMALİYE FİNANS YAZILARI
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20241229
dc.subjectMatematik
dc.subjectİktisat
dc.subjectİşletme Finans
dc.titleImportance Weights of Performance Ratios: Analyzing Hedge Funds by Entropy Method
dc.typeArticle

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