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Measuring portfolio performance : Sharpe, alpha, or the geometric mean?

Levy, Moshe - In: Journal of investment management : JOIM 15 (2017) 3, pp. 6-22

Persistent link: https://www.econbiz.de/10011914779

An empirical study on the performance of select multicap equity mutual funds in India

Kamboj, Deepika; Jagotra, Shukrant - In: Mudra : journal of finance and accounting 4 (2017) 2, pp. 95-111

Persistent link: https://www.econbiz.de/10011874765

The risk-adjusted performance of Alternative Investment Funds and UCITS : a comparative analysis

Camilleri, Silvio John; Farrugia, Ritienne - In: International journal of economics and finance 10 (2018) 7, pp. 23-37

Persistent link: https://www.econbiz.de/10011881755

Evaluating real estate mutual fund performance using the morningstar upside/downside capture ratio

Kuhle, James L.; Lin, Eric C. - In: Global journal of business research : GJBR 12 (2018) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10011865230

Stock performance by utility indifference pricing and the Sharpe ratio

Hodoshima, Jiro - In: Quantitative finance 19 (2019) 2, pp. 327-338

Persistent link: https://www.econbiz.de/10012194656

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

Investors' direct stock holdings and performance evaluation for mutual funds

Breuer, Wolfgang; Gürtler, Marc - Department Wirtschaftswissenschaften, Technische … - 2004

Investors need performance measures particularly as a means for funds selection in the process of exante portfolio optimization. Unfortunately, there are various performance measures recommended for different decision situations. Since an investor may be uncertain which kind of decision problem...

Persistent link: https://www.econbiz.de/10009646413

How do corporate bond investors measure performance? : evidence from mutual fund flows

Dang, Thuy Duong; Hollstein, Fabian; Prokopczuk, Marcel - In: Journal of banking & finance 142 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013473090

Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes

Hodoshima, Jiro; Yamawake, Toshiyuki - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013454995

Performance evaluation and volatility of Turkey REITs during COVID-19 pandemic

Monsurat Ayojimi Salami; Tanrivermiş, Harun; … - In: Journal of property investment & finance 41 (2023) 5, pp. 473-505

Persistent link: https://www.econbiz.de/10014338609