A survey on the four families of performance measures

M Caporin, GM Jannin, F Lisi… - Journal of Economic …, 2014 - Wiley Online Library
Performance measurement is one of the most studied subjects in financial literature. Since
the introduction of the Sharpe ratio in 1966, a large variety of new measures has appeared …

The 101 ways to measure portfolio performance

P Cogneau, G Hübner - Available at SSRN 1326076, 2009 - papers.ssrn.com
This paper performs a census of the 101 performance measures for portfolios that have
been proposed so far in the scientific literature. We discuss their main strengths and …

[PDF][PDF] Quantitative vs. Fundamental Analysis in Institutional Money Management: Where's the Beef?

RB Gregory-Allen, HA Shawky, J Stangl - Journal of Investing, 2009 - researchgate.net
In the money management industry, there is a “quiet” controversy over who does a better
job, Traditional Managers (Fundamentalists), or Quantitative Managers. This issue has …

[PDF][PDF] Risk evaluation at enterprise innovation and investment activity financing

ID Skliar, AV Samoilikova - Актуальні проблеми економіки, 2014 - irbis-nbuv.gov.ua
Introduction. Today's financial and political instability in Ukraine, current global tendencies in
the world economy and limited, self-financing have caused the necessity to find alternative …

[BOOK][B] Performance Messung von Kundenportfolios im Private Banking

K Baedorf - 2010 - books.google.com
Das Geschäftsfeld des Private Banking erfährt in den letzten Jahren verstärkt
Aufmerksamkeit sowohl in der Praxis als auch in der Theorie. Aus praktischer Perspektive ist …

[PDF][PDF] Evaluation of Moment Risk: Can the Sharpe Ratio Make the Cut?

A Ghosh - 2011 - mysmu.edu
Traditional tests of financial risk for optimal portfolio choice based on Sharpe ratios are
inherently ensconsed in the normality assumption of the return distribution be'sides …

Taxonomía de las Medidas de Performance

A Benitez Arévalo - 2015 - diposit.ub.edu
El trabajo realizado tiene como objeto recoger las diversas medidas de performance
existentes en la literatura y agruparlas según sus características comunes para …

Optimización de portafolios en renta variable, comparación Markowitz y Black Litterman.

N Monroy López, AC Pérez Cortes - 2021 - repository.cesa.edu.co
La teoría clásica de portafolios de Harry Markowitz es un referente de la teoría básica para
la construcción de portafolios. Sin embargo, en el trascurso del tiempo ha tenido críticas por …

[CITATION][C] Performance measures in financial markets

BB Maillet, M Caporin, GM Jannin, F Lisi - 2014 - Springer Briefs in Economics

[CITATION][C] Формирование портфеля ценных бумаг для частного инвестора на основе функции полезности

АЕ Олькова - 2018 - защищена 31.01. 18: утв. 13.03. 18 …