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Performance and Portfolio Management
Financial Analysts Journal, 1967(1967). Performance and Portfolio Management. Financial Analysts Journal: Vol. 23, No. 5, pp. 123-127.
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Financial Analysts Journal, 2000
Fund managers may sensibly be averse to earning a time-averaged portfolio return that is less than the average return of some designated benchmark. When a portfolio is expected to earn a higher average return than the benchmark return, the probability that it will not approaches zero asymptotically at a computable exponential decay rate.
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Fund managers may sensibly be averse to earning a time-averaged portfolio return that is less than the average return of some designated benchmark. When a portfolio is expected to earn a higher average return than the benchmark return, the probability that it will not approaches zero asymptotically at a computable exponential decay rate.
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Portfolio Selection and Investment Performance
The Journal of Finance, 1965Irwin Friend, Douglas Vickers
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Portfolio Entrepreneurs’ Behavior and Performance: A Resource Redeployment Perspective
Management Science, 2022Simone Santamariá
exaly
Portfolio Risk, Portfolio Performance, and the Indvidual Investor
The Journal of Investing, 1996Gerald D. Newbould, Percy S. Poon
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