Yes, the choice of performance measure does matter for ranking of USs mutual funds
Year of publication: |
2012
|
---|---|
Authors: | Ornelas, José Renato Haas ; Silva Júnior, Antônio Francisco ; Fernandes, José Luiz Barros |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 1, p. 61-72
|
Subject: | Performance measure | rank correlation | sharpe ratio | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Ranking-Verfahren | Ranking method | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation |
-
Risk measures in finance : congruent or contrasting?
Lalwani, Vaibhav, (2018)
-
A note on why doesn't the choice of performance measure matter?
Guo, Biao, (2016)
-
Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
Auer, Benjamin R., (2013)
- More ...
-
Testing the liquidity preference hypothesis using survey forecasts
Ornelas, José Renato Haas, (2014)
-
Testing the liquidity preference hypothesis using survey forecasts
Ornelas, José Renato Haas, (2015)
-
International reserves : self-insurance and monetary policy in crisis
Silva Júnior, Antônio Francisco, (2020)
- More ...