Matches in SemOpenAlex for { <https://semopenalex.org/work/W1195423872> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W1195423872 abstract "Portfolio performance evaluation is a tool used to judge how a portfolio performs during given period. The main evaluation methods include traditional (classical) portfolio performance evaluation and modern portfolio performance evaluation. This thesis focuses on four typical measures of traditional (classical) portfolio performance evaluation, including Jensen’s alpha, Sharpe ratio, generalized Sharpe ratio and Treynor ratio. These four measures will be applied to three financial models: single index model, constant correlation model and multigroup model and be compared to test which measure evaluates more accurately in different situations.We also apply two market timing ability models to different portfolios based on these three financial models to compare which measure predicts portfolio performance more accurately by collecting the measures from a given period and examining the market timing ability in the following test period." @default.
- W1195423872 created "2016-06-24" @default.
- W1195423872 creator A5086095792 @default.
- W1195423872 date "2015-01-01" @default.
- W1195423872 modified "2023-09-24" @default.
- W1195423872 title "Portfolio Performance Evaluation on Various Financial Models" @default.
- W1195423872 cites W2002528967 @default.
- W1195423872 cites W2058463688 @default.
- W1195423872 cites W2066187538 @default.
- W1195423872 cites W2105730226 @default.
- W1195423872 cites W3121995158 @default.
- W1195423872 cites W3122515015 @default.
- W1195423872 cites W3123572919 @default.
- W1195423872 hasPublicationYear "2015" @default.
- W1195423872 type Work @default.
- W1195423872 sameAs 1195423872 @default.
- W1195423872 citedByCount "0" @default.
- W1195423872 crossrefType "journal-article" @default.
- W1195423872 hasAuthorship W1195423872A5086095792 @default.
- W1195423872 hasConcept C106159729 @default.
- W1195423872 hasConcept C124101348 @default.
- W1195423872 hasConcept C139938925 @default.
- W1195423872 hasConcept C149782125 @default.
- W1195423872 hasConcept C162118730 @default.
- W1195423872 hasConcept C162324750 @default.
- W1195423872 hasConcept C202655437 @default.
- W1195423872 hasConcept C21099588 @default.
- W1195423872 hasConcept C2780009758 @default.
- W1195423872 hasConcept C2780821815 @default.
- W1195423872 hasConcept C41008148 @default.
- W1195423872 hasConcept C44723521 @default.
- W1195423872 hasConcept C67051015 @default.
- W1195423872 hasConcept C9725762 @default.
- W1195423872 hasConceptScore W1195423872C106159729 @default.
- W1195423872 hasConceptScore W1195423872C124101348 @default.
- W1195423872 hasConceptScore W1195423872C139938925 @default.
- W1195423872 hasConceptScore W1195423872C149782125 @default.
- W1195423872 hasConceptScore W1195423872C162118730 @default.
- W1195423872 hasConceptScore W1195423872C162324750 @default.
- W1195423872 hasConceptScore W1195423872C202655437 @default.
- W1195423872 hasConceptScore W1195423872C21099588 @default.
- W1195423872 hasConceptScore W1195423872C2780009758 @default.
- W1195423872 hasConceptScore W1195423872C2780821815 @default.
- W1195423872 hasConceptScore W1195423872C41008148 @default.
- W1195423872 hasConceptScore W1195423872C44723521 @default.
- W1195423872 hasConceptScore W1195423872C67051015 @default.
- W1195423872 hasConceptScore W1195423872C9725762 @default.
- W1195423872 hasLocation W11954238721 @default.
- W1195423872 hasOpenAccess W1195423872 @default.
- W1195423872 hasPrimaryLocation W11954238721 @default.
- W1195423872 hasRelatedWork W1515963461 @default.
- W1195423872 hasRelatedWork W164653909 @default.
- W1195423872 hasRelatedWork W1747655865 @default.
- W1195423872 hasRelatedWork W1802656932 @default.
- W1195423872 hasRelatedWork W1985719316 @default.
- W1195423872 hasRelatedWork W2054337887 @default.
- W1195423872 hasRelatedWork W2162151010 @default.
- W1195423872 hasRelatedWork W2366942283 @default.
- W1195423872 hasRelatedWork W2394469443 @default.
- W1195423872 hasRelatedWork W2419026261 @default.
- W1195423872 hasRelatedWork W2435634216 @default.
- W1195423872 hasRelatedWork W2516647490 @default.
- W1195423872 hasRelatedWork W2591739091 @default.
- W1195423872 hasRelatedWork W3043367199 @default.
- W1195423872 hasRelatedWork W3081009595 @default.
- W1195423872 hasRelatedWork W3097058483 @default.
- W1195423872 hasRelatedWork W3123954132 @default.
- W1195423872 hasRelatedWork W3124074509 @default.
- W1195423872 hasRelatedWork W3149047384 @default.
- W1195423872 hasRelatedWork W3205800935 @default.
- W1195423872 isParatext "false" @default.
- W1195423872 isRetracted "false" @default.
- W1195423872 magId "1195423872" @default.
- W1195423872 workType "article" @default.