Matches in SemOpenAlex for { <https://semopenalex.org/work/W2105454976> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W2105454976 endingPage "449" @default.
- W2105454976 startingPage "449" @default.
- W2105454976 abstract "Risk continues to be a widely discussed topic within the field of finance. Academicians add risk variables to their quantitative models, while financial practitioners include risk considerations in their qualitative deliberations. In both contexts, risk — together with some measure of profit or return — generally comprise a dual or composite criteria for investment decision-making purposes. Whereas the decisionmaking situation can be described as ex ante, this article deals with risk in an ex post context. In particular, it reports an investigation of alternative risk-return measures which are designed to rank and evaluate the ex post performance of investment portfolios. Section I reviews three composite measures of performance and examines their interrelationships. A fourth alternative measure is also suggested. In Section II, the measures are used to rank the portfolio performance of a sample of mutual funds. Some difficulties in making performance comparisons of these funds against the market are discussed in Section III. The final section briefly explores the implications of the study and suggests areas for subsequent research." @default.
- W2105454976 created "2016-06-24" @default.
- W2105454976 creator A5065381246 @default.
- W2105454976 creator A5066309510 @default.
- W2105454976 date "1969-12-01" @default.
- W2105454976 modified "2023-10-11" @default.
- W2105454976 title "Risk-Return Measures of Ex Post Portfolio Performance" @default.
- W2105454976 cites W149661105 @default.
- W2105454976 cites W1970875388 @default.
- W2105454976 cites W1992563875 @default.
- W2105454976 cites W2002483086 @default.
- W2105454976 cites W2029056003 @default.
- W2105454976 cites W3122187992 @default.
- W2105454976 doi "https://doi.org/10.2307/2330059" @default.
- W2105454976 hasPublicationYear "1969" @default.
- W2105454976 type Work @default.
- W2105454976 sameAs 2105454976 @default.
- W2105454976 citedByCount "38" @default.
- W2105454976 countsByYear W21054549762012 @default.
- W2105454976 countsByYear W21054549762013 @default.
- W2105454976 countsByYear W21054549762014 @default.
- W2105454976 countsByYear W21054549762016 @default.
- W2105454976 countsByYear W21054549762018 @default.
- W2105454976 countsByYear W21054549762019 @default.
- W2105454976 countsByYear W21054549762021 @default.
- W2105454976 countsByYear W21054549762022 @default.
- W2105454976 crossrefType "journal-article" @default.
- W2105454976 hasAuthorship W2105454976A5065381246 @default.
- W2105454976 hasAuthorship W2105454976A5066309510 @default.
- W2105454976 hasConcept C106159729 @default.
- W2105454976 hasConcept C144133560 @default.
- W2105454976 hasConcept C149782125 @default.
- W2105454976 hasConcept C162118730 @default.
- W2105454976 hasConcept C162324750 @default.
- W2105454976 hasConcept C2780821815 @default.
- W2105454976 hasConceptScore W2105454976C106159729 @default.
- W2105454976 hasConceptScore W2105454976C144133560 @default.
- W2105454976 hasConceptScore W2105454976C149782125 @default.
- W2105454976 hasConceptScore W2105454976C162118730 @default.
- W2105454976 hasConceptScore W2105454976C162324750 @default.
- W2105454976 hasConceptScore W2105454976C2780821815 @default.
- W2105454976 hasIssue "4" @default.
- W2105454976 hasLocation W21054549761 @default.
- W2105454976 hasOpenAccess W2105454976 @default.
- W2105454976 hasPrimaryLocation W21054549761 @default.
- W2105454976 hasRelatedWork W1502198272 @default.
- W2105454976 hasRelatedWork W1986173648 @default.
- W2105454976 hasRelatedWork W1998718379 @default.
- W2105454976 hasRelatedWork W2017540542 @default.
- W2105454976 hasRelatedWork W2044090075 @default.
- W2105454976 hasRelatedWork W2073254488 @default.
- W2105454976 hasRelatedWork W2768197547 @default.
- W2105454976 hasRelatedWork W2899084033 @default.
- W2105454976 hasRelatedWork W2996452312 @default.
- W2105454976 hasRelatedWork W3201861680 @default.
- W2105454976 hasVolume "4" @default.
- W2105454976 isParatext "false" @default.
- W2105454976 isRetracted "false" @default.
- W2105454976 magId "2105454976" @default.
- W2105454976 workType "article" @default.