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  • Search: subject:"Risk Adjusted Performance Measures"
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Year of publication
Subject
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Performance measurement 3 Performance-Messung 3 Risikomanagement 3 Risk management 3 Investment Fund 2 Investmentfonds 2 Measurement 2 Messung 2 Portfolio selection 2 Portfolio-Management 2 Theorie 2 Theory 2 Activity Based Costing 1 Alternative profit efficiency 1 Anti-Money Laundering 1 Asset approach 1 Asset management 1 Asset-liability management 1 Bank efficiency 1 Bank performance evaluation 1 Betriebliche Kennzahl 1 Bilanzstrukturmanagement 1 Capital income 1 Certain equivalent excess return 1 Constant returns to scale 1 Correlation 1 Data envelopment analysis 1 Debt management 1 Economic Value Added,Pricing 1 Efficiency scores 1 Estimation 1 Financial measures 1 Financial ratio 1 Geldwäsche 1 Influencing Factors 1 Input orientated 1 Intermediation approach 1 Jensen alpha 1 Jensen's Alpha 1 Kapitaleinkommen 1
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Online availability
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Free 3 CC license 1 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Thesis 1
Language
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English 3 Undetermined 3
Author
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Bedi, Prateek 1 Cao, Yanka 1 Jin, Hui 1 Lalwani, Vaibhav 1 Peters, Christoph 1 Pézier, Jacques 1 Seydel, Roland C. 1 Shankar, Devesh 1 Traina, Ivano 1 Van Heerden, Petrus Marthinus Stephanus 1 Vivoli, Andrea 1
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Institution
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Henley Business School, University of Reading 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Business analyst : a refereed journal of Shri Ram College of Commerce 1 ICMA Centre Discussion Papers in Finance 1 Journal of risk 1 MPRA Paper 1 Risk management magazine 1
Source
All
ECONIS (ZBW) 3 RePEc 2 BASE 1
Showing 1 - 6 of 6
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AML risk adjusted performance indicators : assumptions & methodology
Traina, Ivano; Vivoli, Andrea - In: Risk management magazine 17 (2022) 1, pp. 12-24
In this paper, starting from the "holistic" approach of the European Banking Authority (EBA) which reinforces the relevance of antimoney laundering in the prudential assessment of banks, a conceptual scheme is proposed for the calculation of the Economic Value Added of banking products showing...
Persistent link: https://www.econbiz.de/10013501016
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Performance measures adjusted for the risk situation (PARS)
Peters, Christoph; Seydel, Roland C. - In: Journal of risk 23 (2021) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
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Panel Data Analysis of Performance of QDII Equity Funds in China
Jin, Hui; Cao, Yanka - Volkswirtschaftliche Fakultät, … - 2014
Based on a sample of 16 QDII Equity Funds in China established before 2010, this paper evaluates the performance of these funds during 2009 to 2013 by risk-adjusted measures of return and analyzes the influencing factors of performance using panel data models. Empirical study shows that most...
Persistent link: https://www.econbiz.de/10011113036
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Risk measures in finance : congruent or contrasting?
Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180
Persistent link: https://www.econbiz.de/10012391033
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Estimating efficiency of a South African bank using data envelopment analysis / by P.M.S. van Heerden
Van Heerden, Petrus Marthinus Stephanus - 2007
The greater competition and concentration in South Africa's financial sector has put South African banks under more constraints and led to questioning of their present performance. With a greater demand for financial services and more complains about the low quality of financial services and...
Persistent link: https://www.econbiz.de/10009455986
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Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory
Pézier, Jacques - Henley Business School, University of Reading - 2007
Generalizations of traditional preference criteria such as the Sharpe ratio, the information ratio and the Jensen alpha are obtained by maximizing a certain equivalent excess return (CER) under relevant investment conditions. They are increasing functions of CERs and therefore equivalent...
Persistent link: https://www.econbiz.de/10008542356
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