Items where Author is "Li, Sheng"

Li, Sheng and Linton, Oliver (2010) Evaluating hedge fund performance: a stochastic dominance approach. In: Guerard, John B., (ed.) Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques. Springer Berlin / Heidelberg, New York, USA, pp. 551-564. ISBN 9780387774381

Li, Sheng and Linton, Oliver (2007) Evaluating hedge fund performance: a stochastic dominance approach. Financial Markets Group Discussion Papers (591). Financial Markets Group, The London School of Economics and Political Science, London, UK.