An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel’s monkey

Applied Economics ◽

10.1080/00036846.2018.1444263 ◽

2018 ◽

Vol 50 (40) ◽

pp. 4318-4327 ◽

Author(s):

Yongjae Lee ◽

Do-Gyun Kwon ◽

Woo Chang Kim ◽

Frank J. Fabozzi

Keyword(s):

Performance Evaluation ◽

Portfolio Performance ◽

Alternative Approach

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Peer Group Composition, Peer Performance Aggregation, and Detecting Relative Performance Evaluation

SSRN Electronic Journal ◽

10.2139/ssrn.1910846 ◽

2011 ◽

Author(s):

Dirk E. Black ◽

Shane S. Dikolli ◽

Christian Hofmann

Keyword(s):

Performance Evaluation ◽

Group Composition ◽

Relative Performance ◽

Relative Performance Evaluation ◽

Peer Performance ◽

Peer Group Composition

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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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An Alternative Approach for Performance Evaluation: Plithogenic Sets and DEA

Advances in Intelligent Systems and Computing - Intelligent and Fuzzy Techniques: Smart and Innovative Solutions ◽

10.1007/978-3-030-51156-2_86 ◽

2020 ◽

pp. 742-749

Author(s):

Gülin Zeynep Öztaş ◽

Esra Aytaç Adalı ◽

Ayşegül Tuş ◽

Tayfun Öztaş ◽

Abdullah Özçil

Keyword(s):

Performance Evaluation ◽

Alternative Approach

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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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Methods for Portfolio Performance Evaluation

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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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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