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• W2002084282 abstract "The aim of performance evaluation is to make judgments about the success of portfolio managers in asset allocation and security selection for investment portfolios. This article presents a method of performance measurement that uses the interdependence of market management and currency management in terms of allocation processes but allows their separation in terms of selection processes. As a consequence, performance evaluation is more reasonable than in previous approaches and produces the same results whether the investment process starts with market management followed by currency management or vice versa." @default.
• W2002084282 created "2016-06-24" @default.
• W2002084282 creator A5063976975 @default.
• W2002084282 date "2003-03-01" @default.
• W2002084282 modified "2023-09-25" @default.
• W2002084282 title "Currency Overlay in Performance Evaluation" @default.
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• W2002084282 doi "https://doi.org/10.2469/faj.v59.n2.2514" @default.
• W2002084282 hasPublicationYear "2003" @default.
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