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Portfolio Performance Evaluation

Portfolio Performance Evaluation

Portfolio Performance Evaluation. 18. Bodie, Kane, and Marcus Essentials of Investments, 9 th Edition. 18.1 Investment Clients, Service Providers, Objectives of Performance Evaluation. Passive Management Diversified portfolio with no security mispricing identification Cash

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536 views • 36 slides
Chapter 19

Chapter 19

Chapter 19. 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

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523 views • 32 slides
Asset Management

Asset Management

Asset Management. Lecture 6. Outline for today. Treynor Black Model M2 measure of performance Sensitivity to return assumption Tracking error. Treynor Black Model. The optimization of a risky portfolio using a single-index model is know as the Treynor Black model (or diagonal model ).

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560 views • 31 slides
Chapter 24

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

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466 views • 26 slides
Chapter 24

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

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462 views • 26 slides
Chapter 20

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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358 views • 26 slides
Performance Evaluation

Performance Evaluation

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 Many industry and academic measures are different

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376 views • 26 slides
Chapter 21

Chapter 21

Chapter 21. Portfolio Management Techniques. Chapter Summary. Objective: To discuss specific techniques used in active portfolio management Indexing and Asset allocation The Treynor-Black Model Hedging Performance attribution procedures. Indexing. Passive vs Active investing

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405 views • 25 slides
Annual Investment Report Presentation to City Council John F. Grady III, Managing Director

Annual Investment Report Presentation to City Council John F. Grady III, Managing Director

Annual Investment Report Presentation to City Council John F. Grady III, Managing Director March 8, 2016. Table of Contents. Economic Update and Yield Curve Analysis 1 Individual Portfolio Characteristics 2 Aggregate Portfolio Characteristics and Investment Policy Compliance 3

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298 views • 21 slides
Portfolio Performance Evaluation

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

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595 views • 21 slides
Reuse, Buy, or Build: Components and Services

Reuse, Buy, or Build: Components and Services

Reuse, Buy, or Build: Components and Services. 8 th May 2009. Phil Rowland, Capgemini Simon Thurman, Microsoft. Introduction. Highlight and discuss the considerations required to reuse, buy or build components and services in order to deliver the required solution to the business.

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289 views • 11 slides
Measures of Portfolio Performance

Measures of Portfolio Performance

Measures of Portfolio Performance. Measuring returns If a fund manager is generating high returns, pay only for alpha Returns should be risk adjusted Should not pay for adding additional risk Compare to pre-established benchmarks. Asset and Portfolio Returns.

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280 views • 8 slides
Precisely just how in addition to Why You Needs to Create a Commercial Home Management Portfolio

Precisely just how in addition to Why You Needs to Create a Commercial Home Management Portfolio

It continues to be in markets such as this that an industrial realty administration portfolio is of prime value in the feature of the real estate company. The administration profile enables the representative to have a supply of structures market or lease in the future, along with management costs from the profile in the meantime.

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68 views • 2 slides
Eliminating Diversifiable Risk

Eliminating Diversifiable Risk

We utilize advanced artificial intelligence to design ETF portfolios maximizing profitability while minimizing management fees and diversifiable risk. http://www.etftopportfolios.com/

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12 views • 1 slides
Eliminating Diversifiable Risk

Eliminating Diversifiable Risk

We utilize advanced artificial intelligence to design ETF portfolios maximizing profitability while minimizing management fees and diversifiable risk.

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16 views • 1 slides

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