Performance measurement is one of the most studied subjects in financial literature. Since
the introduction of the Sharpe ratio in 1966, a large variety of new measures has appeared …

Investment portfolio can provide investors with a more robust financial management plan,
but the uncertainty of its parameters is a key factor affecting performance. This paper …

В статье проанализированы существующие подходы к оценке эффективности
портфелей паевых инвестиционных фондов (ПИФы). Рассмотрены преимущества и …

Rozwój teorii finansów, wzrost możliwości technologicznych oraz rosnące świadomość i
oczekiwania inwestorów powodują stałą ewolucję podejścia do zarządzania portfelem …

The number of mutual funds which are professionally managed is increasing in the financial
arena. With time the importance of portfolio performance measurement tools are really …

Traditional tests of financial risk for optimal portfolio choice based on Sharpe ratios are
inherently ensconsed in the normality assumption of the return distribution be'sides …

As actively managed portfolios of derivative market instruments, managed futures include
investment positions in futures, options, and forward contracts as well as cash positions in …

As medidas de avaliação de desempenho dos fundos de investimento permitem
estabelecer rankings e têm um papel essencial na tomada de decisão de investimento por …