Jump to ContentJump to Main Navigation

You are looking at 1-4 of 4 items

  • Keywords: security selection x
Clear All Modify Search

View:

Attribution Analysis

Nanne Brunia and Auke Plantinga

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0022
Subject:
Economics and Finance, Financial Economics

This chapter discusses performance attribution models allowing the observer to identify market timing and security selection skills of portfolio managers. The focus is on holdings-based models ... More


Benchmarking

Abraham Lioui and Patrice Poncet

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0021
Subject:
Economics and Finance, Financial Economics

Benchmarking, the practice of designing a given portfolio or index as a reference for the portfolio adopted by the fund manager, serves two main purposes. First, benchmarking is an asset allocation ... More


Stock Mutual Funds

Grady Perdue

in Mutual Funds and Exchange-Traded Funds: Building Blocks to Wealth

Published in print:
2015
Published Online:
November 2015
ISBN:
9780190207434
eISBN:
9780190207465
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190207434.003.0013
Subject:
Economics and Finance, Financial Economics

This chapter examines recent academic research concerning performance evaluation of equity mutual funds. Investors seeking to reach their financial goals should include investments that enhance the ... More


Evaluating Hedge Fund Performance

David M. Smith

in Hedge Funds: Structure, Strategies, and Performance

Published in print:
2017
Published Online:
August 2017
ISBN:
9780190607371
eISBN:
9780190607401
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190607371.003.0023
Subject:
Economics and Finance, Financial Economics

A diverse set of measures allow investors to evaluate hedge fund portfolio managers’ performance across different dimensions. The various measures quantify the effectiveness of security selection; ... More


View: