indicate that unrelated strategy yields a better risk-return performance and creates more value than related strategy. …This paper analyses the relationship between diversification strategy, firm's market-based performance measured in … terms of the risk-return trade-off and value creation. Results from a sample of 41 French industrial diversified firms …

methods of measurement of return, risk and the other statistical properties constitute, in fact, the pillars of companies …In this paper, we try to build an efficient portfolio among four possible portfolios based on the some 31 Casablanca … listed shares. Our analysis concerns the risk which arises from the Markowitz mean-variance approach. Our work method will be …

The performance measurement of portfolio managers is a topic of major importance in finance. The utility of performance … the specific risk of a portfolio like its systematic risk. This remark led to several corrections of the classic measures … measures rests, indeed, on the hypothesis that funds whose performance is judged " good " (or " bad ") in the past, will …

bonds and Value-at-Risk (VaR) for the global risk of portfolio). The use of measurement risk in a portfolio of securities is …The management of financial risks, which is a branch of financial theory, is defined as a process that begins with risk … factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on …