Investor-specific Performance Measurement - A Justification of Sharpe Ratio and Treynor Ratio
Year of publication: |
2006-01-16
|
---|---|
Authors: | Scholz, Hendrik ; Wilkens, Marco |
Institutions: | Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt> |
Subject: | Leistungsmessung | Portfoliomanagement | portfolio management | Investor |
- I. Introduction
- II. Basic Performance Measueres and Exemplary Data
- III. Decision Situation
- IV. The Investor-Specific Performance Measure
- V. Applying the ISM to derive Efficient Frontiers
- VI. Influence of the Portfolio Structure on the ISM
- VII. Summary and Forecast
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