Methods for Portfolio Performance Evaluation

Mapping Intimacies ◽

10.1007/978-3-030-73443-5_35-2 ◽

2021 ◽

pp. 1-9

Author(s):

Lalith P. Samarakoon ◽

Tanweer Hasan

Keyword(s):

Performance Evaluation ◽

Portfolio Performance

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Diffusing Explosive Portfolio Performance Evaluation of High Frequency Traders

SSRN Electronic Journal ◽

10.2139/ssrn.2618071 ◽

2015 ◽

Author(s):

G. Charles-Cadogan

Keyword(s):

Performance Evaluation ◽

High Frequency ◽

Portfolio Performance

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Mutual funds portfolio performance evaluation models: Sharpe, Treynor and Jensen index

10.5937/bankarstvo1704108l ◽

2017 ◽

Vol 46 (4) ◽

pp. 108-133

Author(s):

Miljan Leković

Keyword(s):

Performance Evaluation ◽

Mutual Funds ◽

Portfolio Performance ◽

Evaluation Models

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Portfolio Performance Evaluation for LQ 45 Index in 2016-2020 Periods Using the Treynor Method

Proceedings of the 1st International Conference on Mathematics and Mathematics Education (ICMMEd 2020) ◽

10.2991/assehr.k.210508.046 ◽

2021 ◽

Author(s):

Wahidah Alwi ◽

B Nurhafsari. ◽

Ilham Syata ◽

Risnawati Ibnas ◽

Sri Dewi Anugrawati

Keyword(s):

Performance Evaluation ◽

Portfolio Performance

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Portfolio Performance Evaluation

How to Select Investment Managers and Evaluate Performance ◽

10.1002/9781119196754.ch7 ◽

2015 ◽

pp. 137-156

Keyword(s):

Performance Evaluation ◽

Portfolio Performance

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Multi-period Portfolio Performance Evaluation Model Based on Possibility Theory

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2019.2952754 ◽

2019 ◽

pp. 1-1

Author(s):

Yongjun Liu ◽

Wei-Guo Zhang ◽

Pankaj Gupta

Keyword(s):

Performance Evaluation ◽

Evaluation Model ◽

Possibility Theory ◽

Portfolio Performance ◽

Model Based ◽

Performance Evaluation Model

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Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2009.01.005 ◽

2009 ◽

Vol 33 (7) ◽

pp. 1242-1254 ◽

Author(s):

Valeri Zakamouline ◽

Steen Koekebakker

Keyword(s):

Performance Evaluation ◽

Portfolio Performance ◽

Mean And Variance ◽

The Mean ◽

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Portfolio Performance Evaluation: Old Issues and New Insights

Review of Financial Studies ◽

10.1093/rfs/2.3.393 ◽

1989 ◽

Vol 2 (3) ◽

pp. 393-421 ◽

Author(s):

Mark Grinblatt ◽

Sheridan Titman

Keyword(s):

Performance Evaluation ◽

Portfolio Performance

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Portfolio performance evaluation

10.1007/springerreference_2898 ◽

2011 ◽

Keyword(s):

Performance Evaluation ◽

Portfolio Performance

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Relative Portfolio Performance Evaluation and Incentive Structure*

The Journal of Business ◽

10.1086/499142 ◽

2006 ◽

Vol 79 (2) ◽

pp. 903-921 ◽

Author(s):

Yoon K. Choi

Keyword(s):

Performance Evaluation ◽

Portfolio Performance ◽

Incentive Structure

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Analysis of Optimal Portfolio Selection and Portfolio Performance Evaluation on LQ45 Shares

Saudi Journal of Economics and Finance ◽

10.36348/sjef.2020.v04i12.004 ◽

2020 ◽

Vol 4 (12) ◽

pp. 562-568

Author(s):

Suroto .

Keyword(s):

Performance Evaluation ◽

Portfolio Selection ◽

Optimal Portfolio ◽

Portfolio Performance ◽

Optimal Portfolio Selection

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