A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES

Performance measurement is one of the most studied subjects in financial literature. Since the introduction of the Sharpe ratio in 1966, a large variety of new measures has appeared constantly in scientific journals as well as in practitioners' publications. The most complete and significant st...

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Veröffentlicht in:	Journal of economic surveys 2014-12, Vol.28 (5), p.917-942
Hauptverfasser:	Caporin, Massimiliano, Jannin, Grégory M., Lisi, Francesco, Maillet, Bertrand B.
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic analysis Economic performance Economic surveys Economic theory Economics and Finance Financial theory Fund selection Humanities and Social Sciences Investors Measurement Performance measures Polls & surveys Ranking Return Distribution Return on investment Risk Studies Utility functions
Online-Zugang:	Volltext
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