'Sharpe index' diaporamas de présentation

CHAPTER 24

CHAPTER 24. Portfolio Performance Evaluation. Complicated subject Theoretically correct measures are difficult to construct Different statistics or measures are appropriate for different types of investment decisions or portfolios Many industry and academic measures are different

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Performance Evaluation and Active Portfolio Management Or figuring out if you or your manager is good or just lucky!

Bm410: Investments. Performance Evaluation and Active Portfolio Management Or figuring out if you or your manager is good or just lucky!. Objectives. A. Understand active portfolio management and performance evaluation B. Understand how to calculate risk adjusted rates of return

635 views • 36 slides

Chapter 24

Portfolio Performance Evaluation. Chapter 24. Introduction. Complicated subject Theoretically correct measures are difficult to construct Different statistics or measures are appropriate for different types of investment decisions or portfolios

356 views • 27 slides

Chapter 24

Chapter 24. Performance Evaluation and Active Portfolio Management. Introduction. Complicated subject Theoretically correct measures are difficult to construct Different statistics or measures are appropriate for different types of investment decisions or portfolios

472 views • 26 slides

Chapter 24

Chapter 24. Portfolio Performance Evaluation. Introduction. Complicated subject Theoretically correct measures are difficult to construct Different statistics or measures are appropriate for different types of investment decisions or portfolios

471 views • 26 slides

Chapter 20

Chapter 20. Active Management and Performance Measurement. Chapter Summary. Objective: To introduce the most widespread approaches to risk adjustment for performance evaluation. Introduction The Conventional Theory of Performance Evaluation Market Timing. The Objective of Active Management.

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Measuring Portfolio Performance With Asset Pricing Models (Chapter 11)

Measuring Portfolio Performance With Asset Pricing Models (Chapter 11). Risk-Adjusted Performance Measures Jensen Index Treynor Index Sharpe Index CAPM Measures When You Can Lend But Cannot Borrow at the Risk-Free Rate CAPM Measures When the Market Index is Inefficient

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Asset Management

323 views • 18 slides

Investment Objective

Investment Objective. Investment objectives are defined in two dimensions: Risk and Return Portfolio managers maximize return for risk undertaken Stability of principal Income Growth of Income Capital Appreciation. Investment Constraints. Wealth Holding period Liquidity Regulations

739 views • 11 slides