{"id":"W2172955276","doi":"10.19030/iber.v8i11.3189","title":"New Evidence On Hedge Fund Performance Measures","year":2011,"lang":"en","type":"article","venue":"International Business & Economics Research Journal (IBER)","topic":"Efficiency Analysis Using DEA","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Sharpe ratio; Hedge fund; Data envelopment analysis; Stochastic dominance; Econometrics; Economics; Popularity; Actuarial science; Financial economics; Statistics; Mathematics; Psychology; Finance; Portfolio","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01219694,0.0007686781,0.0009288356,0.006459776,0.0003525492,0.003456274,0.000806979,0.001074826,0.004693917],"category_scores_gemma":[0.08592391,0.0002605645,0.0005813401,0.00793808,0.002037208,0.004442389,0.001517413,0.001631337,0.001075768],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001353974,"about_ca_system_score_gemma":0.0007136818,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001915744,"about_ca_topic_score_gemma":0.001318114,"domain_scores_codex":[0.9914376,0.001777963,0.00078746,0.001155603,0.004565334,0.000276008],"domain_scores_gemma":[0.8133662,0.1265219,0.02944135,0.00786879,0.02126164,0.001540172],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.001358311,0.0004403281,0.3151625,0.002276721,0.001291516,0.0004076045,0.001136752,0.00782345,0.00204346,0.1156895,0.009695666,0.5426741],"study_design_scores_gemma":[0.0001168314,0.001310166,0.7793404,0.003802895,0.0008853847,0.0009414577,0.002669432,0.0155315,0.005886563,0.08224136,0.1070598,0.0002141497],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6499486,0.1560839,0.02960757,0.01162806,0.0009984402,0.00005824733,0.002368126,0.0001784251,0.1491288],"genre_scores_gemma":[0.9675233,0.02319298,0.00417227,0.0007894488,0.001200616,0.00001737917,0.001159955,0.00003250212,0.001911549],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01219694,"threshold_uncertainty_score":0.06450438,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.6135282486271731,"score_gpt":0.4869343919216371,"score_spread":0.126593856705536,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}