An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Yongjae Lee, Do-Gyun Kwon, Woo Chang Kim and Frank J. Fabozzi
| Year of publication: |
2018
|
|---|---|
| Authors: | Lee, Yongjae ; Kwon, Do-Gyun ; Kim, Woo Chang ; Fabozzi, Frank J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 40, p. 4318-4327
|
| Subject: | blindfolded monkey | Portfolio performance evaluation | random portfolio | Sharpe ratio | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1444263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012060850