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A jigsaw puzzle of basic risk-adjusted performance measures
6 references·3 citing·43 second hop
A jigsaw puzzle of basic risk-adjusted performance measures (2005)A jigsaw puzzle of basic risk-adjusted pe…Risk-Adjusted Performance: The Correlation Correction (2000)Risk-Adjusted Performance: Th…Risk-Adjusted Performance (1997)Risk-Adjusted PerformanceThe Sharpe Ratio (1994)The Sharpe RatioA Risk Minimizing Strategy for Portfolio Immunization (1984)A Risk Minimizing Strategy fo…COMPONENTS OF INVESTMENT PERFORMANCE* (1972)COMPONENTS OF INVESTMENT PERF…Risk-Return Measures of Ex Post Portfolio Performance (1969)Risk-Return Measures of Ex Po…The Volatility–Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Indonesian and Malaysian Capital Markets (2017)The Volatility–Variability Hy…Risk Reporting Incentives: A Cross-Country Study (2011)Risk Reporting Incentives: A …INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT - A JUSTIFICATION OF SHARPE RATIO AND TREYNOR RATIO (2005)INVESTOR-SPECIFIC PERFORMANCE…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A.I.R.A.P. - Alternative Rapms for Alternative Investments (2003)An analysis of Spanish investment fund performance: some considerations concerning Sharpe's ratio (2004)The 101 Ways to Measure Portfolio Performance (2009)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Duration and the Measurement of Basis Risk (1979)Duration measures for specific term structure estimations and applications to bond portfolio immunization (1988)Default Risk and the Duration of Zero Coupon Bonds (1990)An Improved Immunization Strategy: M-Absolute (1996)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)How to Rate Management of Investment Funds (2012)PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE (2017)Performance Evaluation of Equity Mutual Funds in Indonesia (2017)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)U.K. UNIT TRUST PERFORMANCE 1964–74 (1976)The impact of corporate social responsibility on financial performance: Evidence from business in Taiwan (2008)Integration of Genetic Algorithm and Particle Swarm Optimization for Investment Portfolio Optimization (2013)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Research Design: Qualitative, Quantitative, and Mixed Methods Approaches (1994)Risk disclosures and firm value: the role of governance in an emerging market (2021)How to Use Security Analysis to Improve Portfolio Selection (1973)Investment Analysis and Portfolio Management. (1979)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)Mutual Fund Performance (1966)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)FACTORS AFFECTING RETURN ON DEPOSIT (ROD) OF SHARIA BANKS IN INDONESIA (2018)FACTORS INFLUENCING INCOME SMOOTHING PRACTICE IN THE OIL AND NATURAL GAS MINING COMPANIES DURING 2012-2016 PERIOD (2020)Socially Responsible Mutual Funds (corrected) (2000)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Portfolio Performance Manipulation and Manipulation-proof Performance Measures (2007)
this work references cited by second hop

References

  • 1994The Sharpe Ratio2,645 cited
  • 1997Risk-Adjusted Performance581 cited
  • 1972COMPONENTS OF INVESTMENT PERFORMANCE*545 cited
  • 1984A Risk Minimizing Strategy for Portfolio Immunization170 cited
  • 2000Risk-Adjusted Performance: The Correlation Correction57 cited
  • 1969Risk-Return Measures of Ex Post Portfolio Performance43 cited

Cited by

  • 2017The Volatility–Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Indonesian and Malaysian Capital Markets51 cited
  • 2005INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT - A JUSTIFICATION OF SHARPE RATIO AND TREYNOR RATIO24 cited
  • 2011Risk Reporting Incentives: A Cross-Country Study15 cited

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