Alternative measures and decomposition of mutual funds portfolio performance
In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative portfolio measures, such as: two modified versio...
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| Format: | Article |
| Language: | English |
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Association of Serbian Banks
2018-01-01
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| Series: | Bankarstvo |
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| Online Access: | https://scindeks-clanci.ceon.rs/data/pdf/1451-4354/2018/1451-43541801052L.pdf |