Gómez-Bezares, Fernando; Gómez-Bezares, Fernando R. - In: Cogent Economics & Finance 3 (2015) 1, pp. 1-14
Quotients, ratios, are among the most applied tools for measuring performance of mutual funds and investment portfolios … the use of linear penalization, introducing a little known methodology for performance measurement. With this purpose …, this paper's approach is comprehensive: we conceptually analyze performance indexes' geometric and statistical meaning …