'Benchmark portfolio' diaporamas de présentation

Equity Portfolio Management Strategies

904 views • 54 slides

Equilibrium Asset Pricing

Equilibrium Asset Pricing. Michael J. Brennan June 2008. Three standard assumptions. Market prices are efficient Prices are set by rational expected utility maximizing individuals Returns are serially independent. Three papers. Asset Pricing and Mispricing With Ashley Wang

643 views • 50 slides

International Financial Management P G Apte

CHAPTER - 18. International Equity Investment. International Financial Management P G Apte. Introduction. The twentieth century has seen massive cross-border flows of capital

1.02k views • 50 slides

Investment Analysis and Portfolio Management First Canadian Edition

Investment Analysis and Portfolio Management First Canadian Edition By Reilly, Brown, Hedges, Chang. 15. Chapter 15 Equity Portfolio Management Strategies. An Overview Passive Equity Portfolio Management Strategies Active Equity Portfolio Management Strategies Investment Styles

373 views • 31 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

354 views • 27 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

461 views • 26 slides

Portfolio Performance Evaluation

Portfolio Performance Evaluation. Recent Mutual Fund Data. Mutual Funds in Morningstar Database: 17,212 # of funds that have existed over 10 yrs: 2,073 In 10 yrs, 16.69% beat SP500 in avg return and 71% in Sharpe Ratio

590 views • 21 slides

Active Portfolio Management

381 views • 15 slides