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Performance Measurement and Manager Selection
Evans, Richard B.Nota técnica DARDEN-F-1991-EFinanzasThis note explores the selection of investment managers and the performance-measurement tools associated with this important task. In selecting investment options for a firm’s 401(k) plan, identifying possible managers to oversee a portion of an endowmentDesde 8,20 €
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Risk, Return, and Modern Portfolio Theory
Evans, Richard B.Nota técnica DARDEN-F-1982-EFinanzasIn this technical note, we examine the concept of diversification and the tradeoff between risk and return in portfolio theory. The note includes a general introduction to normal distribution, then applies it to portfolio theory by examining normal distribution of future return and risk. The note also examines formulas for calculating expected returns of various two-asset portfolios and applies these formulas to investment decision-making. Finall...Desde 8,20 €
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Virginia Investment Partners Optimal Portfolio Allocation
Evans, Richard B.Nota técnica DARDEN-F-1598-EFinanzasThis technical note provides a simple, yet powerful, optimization exercise to demonstrate the benefits of diversification in a portfolio and the importance of asset allocation. While the note is targeted for MBA students in an investments or portfolio management course, it is also appropriate for an advanced undergraduate course.Desde 8,20 €
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Performance Measurement with Factor Models
Evans, Richard B.Nota técnica DARDEN-F-1673-EFinanzasIdentifying an appropriate benchmark is an essential step in assessing a manager’s performance. In the prospectus or fund advertising materials, a benchmark for the fund is typically identified, and the performance of the fund relative to that benchmark is given. The issue of concern is whether or not the benchmark provided has a similar risk profile to the fund.Desde 8,20 €