Add to ORKGThis chapter discusses methods and techniques for measuring and evaluating performance for the purpose of controlling the investment process. However, many of the methods discussed in this chapter are also used in communicating investment performance between the investment management company and it’s (potential) customers. Therefore, performance measurements also play an important role in the competition between investments management companies. Substantial evidence from the net sales of mutual funds shows that investors buy mutual funds with good past performance records although they fail to sell funds with bad past performance
This paper applies the performance measurement technique first developed by Sharpe (1992) to a selec...
In many circumstances it is unsatisfactory to measure portfolio performance using time-weighted rate...
In its traditional and generally accepted sense, investors are more keen on the proper management of...
This chapter discusses methods and techniques for measuring and evaluating performance for the purpo...
We consider performance measurement and evaluation for managed funds. Similarities and differences−b...
In the recognition that investment management is an on-going process, the performance of actively-ma...
In the recognition that investment management is an on-going process, the performance of actively-ma...
Book synopsis: The distinction between out-performance of an Investment fund or plan manager vs rewa...
By 1998, over three trillion dollars were invested in mutual funds. A fair and accurate measurement ...
We consider performance measurement and evaluation for managed funds. Similarities and differences−b...
The article presents a discussion on how various performance measures actually perform when used in ...
This paper introduces new money-weighted metrics for investment performance analysis, based on arith...
Management of investment portfolio includes technical and fundamental analysis, selection of appro...
The Influence of Investor-specific Preferences on Performance Measurement It has been current p...
This paper calculates the Portfolio Change Measure (PCM) developed by Grinblatt and Titman for a sam...
This paper applies the performance measurement technique first developed by Sharpe (1992) to a selec...
In many circumstances it is unsatisfactory to measure portfolio performance using time-weighted rate...
In its traditional and generally accepted sense, investors are more keen on the proper management of...
This chapter discusses methods and techniques for measuring and evaluating performance for the purpo...
We consider performance measurement and evaluation for managed funds. Similarities and differences−b...
In the recognition that investment management is an on-going process, the performance of actively-ma...
In the recognition that investment management is an on-going process, the performance of actively-ma...
Book synopsis: The distinction between out-performance of an Investment fund or plan manager vs rewa...
By 1998, over three trillion dollars were invested in mutual funds. A fair and accurate measurement ...
We consider performance measurement and evaluation for managed funds. Similarities and differences−b...
The article presents a discussion on how various performance measures actually perform when used in ...
This paper introduces new money-weighted metrics for investment performance analysis, based on arith...
Management of investment portfolio includes technical and fundamental analysis, selection of appro...
The Influence of Investor-specific Preferences on Performance Measurement It has been current p...
This paper calculates the Portfolio Change Measure (PCM) developed by Grinblatt and Titman for a sam...
This paper applies the performance measurement technique first developed by Sharpe (1992) to a selec...
In many circumstances it is unsatisfactory to measure portfolio performance using time-weighted rate...
In its traditional and generally accepted sense, investors are more keen on the proper management of...