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Calculating outperformance in dollars : introducing the excess value method

Turetsky, Avi; Pyrz, Matthew; Griffiths, Barry; Lujan, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 194-215

Persistent link: https://www.econbiz.de/10012517352

Pseudo-Naive Approaches to Investment Performance Measurement

Magni, Carlo Alberto - 2018

This paper applies Magni's (2011) Aggregate Return On Investment (AROI)to investment performance measurement. We show …

Persistent link: https://www.econbiz.de/10012937598

Using Average Internal Rates of Return for Investment Performance Measurement and Attribution

Magni, Carlo Alberto - 2016

In this note we make use of theAverage Internal Rate of Return (AIRR) approach, first introduced in Magni (2010), to introduce a pair of metrics, opposed to IRR and TWRR, which measure the manager's performance and the investor's performance on the basis of the market values of the fund. We also...

Persistent link: https://www.econbiz.de/10012978556

Risk measures in finance : congruent or contrasting?

Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180

Persistent link: https://www.econbiz.de/10012391033

A study on performance evaluation of equity mutual funds schemes in India

Arora, Ruchi; Raman, T. V. - In: International journal of financial engineering 7 (2020) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10012602951

Upside beta ratio : a performance measure for potential-seeking investors

Mondal, Dipankar; Selvaraju, N. - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10012270941

Can size-, industry-, and leverage-adjustment of valuation ratios benefit the value investor?

Pätäri, Eero J.; Karell, Ville; Luukka, Pasi - In: International journal of business innovation and research 11 (2016) 1, pp. 76-109

Persistent link: https://www.econbiz.de/10011667601

Risk-adjusted performance evaluation of Indian mutual fund schemes

Arora, Kavita - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 79-94

Persistent link: https://www.econbiz.de/10011761357

Performance of default-risk measures : the sample matters

Abinzano, Isabel; Gonzalez-Urteaga, Ana; Muga, Luis; … - In: Journal of banking & finance 120 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012521486

Star-shaped acceptability indexes

Righi, Marcelo Brutti - In: Insurance : mathematics and economics 117 (2024), pp. 170-181

Persistent link: https://www.econbiz.de/10015066973

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