Market timing and roulette wheels
RJ Bauer Jr, JR Dahlquist - Financial Analysts Journal, 2001 - Taylor & Francis
Nobel laureate William F. Sharpe and others have alerted investors to the potential pitfalls of
market timing. We also conclude from the study reported here that market timing is generally …
market timing. We also conclude from the study reported here that market timing is generally …
Efektywność wybranych FIO rynku akcji w latach 2003-2011
P Jamróz - Finanse, Rynki Finansowe, Ubezpieczenia, 2013 - ceeol.com
The aim of the article is evaluation of investment efficiency of open-end mutual funds in the
stock market. The research was led using Sharpe, Treynor and Jensen's ratios for 15 equity …
stock market. The research was led using Sharpe, Treynor and Jensen's ratios for 15 equity …
Stakeholder value creation and firm success
O Koll - Evaluating Marketing Actions and Outcomes, 2003 - emerald.com
Scanning both the academic and popular business literature of the last 40 years puzzles the
alert reader. The variety of prescriptions of how to be successful (effective, performing, etc.) …
alert reader. The variety of prescriptions of how to be successful (effective, performing, etc.) …
[BOOK][B] PhytoPraxis
M Wiesenauer, A Kerckhoff, A Kerckhoff - 2006 - Springer
Die Phytotherapie als Behandlungskonzept kann bei vielen Erkrankungen–oder noch
pointierter ausgedrückt–selbst bei nosologisch nicht eindeutigen Krankheitsbildern …
pointierter ausgedrückt–selbst bei nosologisch nicht eindeutigen Krankheitsbildern …
A comparison of linear and nonlinear statistical techniques in performance attribution
NH Chan, CR Genovese - IEEE Transactions on Neural …, 2001 - ieeexplore.ieee.org
Performance attribution is usually conducted under the linear framework of multifactor
models. Although commonly used by practitioners in finance, linear multifactor models are …
models. Although commonly used by practitioners in finance, linear multifactor models are …
Grading the performance of market indicators with utility benchmarks selected from Footsie: A 2000 case study
E Ballestero, D Pla-Santamaria - Applied Economics, 2005 - Taylor & Francis
The suitable choice of a benchmark portfolio is a critical problem prior to using the
information ratio, as the performance ranking of funds depends on this choice. In this paper …
information ratio, as the performance ranking of funds depends on this choice. In this paper …
The trouble with performance measurement: Comment
Ferguson (1986) declared that performance measurement cannot be done, never will be
done, and is of no value to anyone who could do it. Ferguson dismissed Treynor and Black's …
done, and is of no value to anyone who could do it. Ferguson dismissed Treynor and Black's …
[BOOK][B] Unternehmerischer Erfolg und gesellschaftliche Verantwortung
F Simon - 2013 - books.google.com
Page 1 GABLER EDITION WISSENSCHAFT Frank Simon Unternehmerischer Erfolg und
gesellschaftliche Verantwortung DUN Deutscher Universitäts Verlag GABLER VIEWEG …
gesellschaftliche Verantwortung DUN Deutscher Universitäts Verlag GABLER VIEWEG …
ESTIMATING RETURNS ON FINANCIAL INSTRUMENTS: TIME VERSUS MONEY‐WEIGHTED RETURNS
M Tippett - Journal of Business Finance & Accounting, 1994 - Wiley Online Library
The present paper addresses the problem of estimating returns on financial instruments
when there is incomplete information about the instrument's cash flows. Two return metrics …
when there is incomplete information about the instrument's cash flows. Two return metrics …
An evaluation of value at risk and the information ratio (for investors concerned with downside risk)
J Messina - Managing Downside Risk in Financial Markets, 2001 - Elsevier
Publisher Summary This chapter evaluates two popular alternatives to the use of downside
risk in portfolio management and demonstrates that on both a theoretical basis and an …
risk in portfolio management and demonstrates that on both a theoretical basis and an …