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INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT - A JUSTIFICATION OF SHARPE RATIO AND TREYNOR RATIO
4 references·3 citing·25 second hop
INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT - A JUSTIFICATION OF SHARPE RATIO AND TREYNOR RATIO (2005)INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…A jigsaw puzzle of basic risk-adjusted performance measures (2005)A jigsaw puzzle of basic risk…The Sharpe Ratio (1994)The Sharpe RatioTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Volatility–Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Indonesian and Malaysian Capital Markets (2017)The Volatility–Variability Hy…Performance Evaluation of Equity Mutual Funds in Indonesia (2017)Performance Evaluation of Equ…PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE (2017)PERFORMANCE EVALUATION AND RI…COMPONENTS OF INVESTMENT PERFORMANCE* (1972)Risk-Adjusted Performance (1997)Risk Reporting Incentives: A Cross-Country Study (2011)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)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The capital asset pricing model: Some empirical tests (1972)Factors affecting equity mutual fund performance: evidence from Indonesia (2018)The effect of fund size on mutual funds performance in Egypt (2022)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1994The Sharpe Ratio2,645 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 2005A jigsaw puzzle of basic risk-adjusted performance measures32 cited

Cited by

  • 2017The Volatility–Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Indonesian and Malaysian Capital Markets51 cited
  • 2017Performance Evaluation of Equity Mutual Funds in Indonesia23 cited
  • 2017PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE22 cited

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