Treynor

Results: 27



#Item
21Performance attribution / Asset allocation / Investment management / Portfolio / Treynor ratio / Fixed-income attribution / Active management / Financial economics / Investment / Finance

C ONTRIBUTED R ESEARCH A RTICLES 53 Performance Attribution for Equity Portfolios

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Source URL: journal.r-project.org

Language: English - Date: 2014-01-10 18:20:02
22Finance / Robert A. Jarrow / SunGard / Andrew Lo / Darrell Duffie / Jack L. Treynor / American Finance Association / Phelim Boyle / The Journal of Fixed Income / Year of birth missing / Financial economics / Economics

For more information, please contact: Jamie Serino SunGard Tel: +[removed]removed] David Jaffe

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Source URL: www.dougbreeden.net

Language: English - Date: 2014-01-15 14:06:29
23Finance / Robert A. Jarrow / SunGard / Andrew Lo / Darrell Duffie / Jack L. Treynor / American Finance Association / Phelim Boyle / The Journal of Fixed Income / Year of birth missing / Financial economics / Economics

For more information, please contact: Jamie Serino SunGard Tel: +[removed]removed] David Jaffe

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Source URL: www.iaqf.org

Language: English - Date: 2014-01-22 13:24:08
24Finance / Financial markets / Mathematical finance / Investment / Sharpe ratio / Capital asset pricing model / Treynor ratio / Standard deviation / Rate of return / Financial economics / Statistics / Financial ratios

A Probabilistic Risk-to-Reward Measure for Evaluating the Performance of Financial Securities

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Source URL: www.cs.nuim.ie

Language: English - Date: 2013-01-28 12:14:52
25Economics / Mathematical finance / Investment / Financial markets / Treynor ratio / Security market line / Capital asset pricing model / Sharpe ratio / Portfolio / Financial economics / Finance / Financial ratios

The Generalized Treynor Ratio GEORGES HÜBNER HEC Management School – University of Liège and Maastricht University

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Source URL: www2.wu-wien.ac.at

Language: English - Date: 2005-12-02 22:04:56
26Brinson Partners / Treynor ratio / Harry Markowitz / Financial economics / Jack L. Treynor / Economics

PDF Document

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Source URL: www.q-group.org

Language: English - Date: 2012-05-03 18:22:15
27Economics / Investment / Econometrics / Financial markets / Financial risk / Treynor–Black model / Beta / Diversification / Regression analysis / Statistics / Financial economics / Mathematical finance

PDF Document

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Source URL: weber.ucsd.edu

Language: English - Date: 2008-09-23 16:00:59
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