search query: @author Pedersen, C.S. / total: 2
reference: 1 / 2
« previous | next »
| Author: | Pedersen, C.S. Rudholm-Alfvin, T. |
| Title: | Selecting a risk-adjusted shareholder performance measure |
| Journal: | Journal of asset management
2003 : OCT, VOL. 4:3, p. 152-172 |
| Index terms: | Asset management Performance measurement Risk |
| Language: | eng |
| Abstract: | The emergence of "alternative" investment opportunities, the current bear market and the Wall Street analysts' conflict of interest debacle have pressure on current investment performance measurement methodologies. A survey of classical and modern performance measures is presented and they are assessed against objective criteria. Different measures gain favour depending upon the market, industry or group of assets studied and the preferences of investors, and key questions to address when selecting an appropriate performance measure are proposed. |
« previous | next »
SCIMA