Research and publications
Performance Measurement for Traditional Investment, Literature Survey
This paper presents the state of the art of performance measurement in the area of traditional investment, from a simple evaluation of portfolio return to the more sophisticated techniques including risk in its various acceptations. It also describes models that take a step away from modern portfolio theory and allow a consideration of cases beyond mean-variance theory.
Author(s):
Véronique Le Sourd
Summary:
This paper presents the state of the art of performance measurement in the area of traditional investment, from a simple evaluation of portfolio return to the more sophisticated techniques including risk in its various acceptations. It also describes models that take a step away from modern portfolio theory and allow a consideration of cases beyond mean-variance theory.
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Register/Log in| Type : | EDHEC Publication |
|---|---|
| Date : | 20/02/2007 |
| Keywords : |
Performance |
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