Since 2014
Performance Indexes: Similarities and Differences
Independent Journal of Management & Production
View Archive Info| Field | Value | |
| Title |
Performance Indexes: Similarities and Differences
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| Creator |
Caldeira, André Machado
Gassenferth, Walter Pacheco, Giovanna Lamastra Machado, Maria Augusta Soares |
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| Subject |
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Return; Risk; Performance Index |
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| Description |
The investor of today is more rigorous on monitoring a financial assets portfolio. He no longer thinks only in terms of the expected return (one dimension), but in terms of risk-return (two dimensions). Thus new perception is more complex, since the risk measurement can vary according to anyone’s perception; some use the standard deviation for that, others disagree with this measure by proposing others. In addition to this difficulty, there is the problem of how to consider these two dimensions. The objective of this essay is to study the main performance indexes through an empirical study in order to verify the differences and similarities for some of the selected assets. One performance index proposed in Caldeira (2005) shall be included in this analysis.
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| Publisher |
Instituto Federal de Educação, Ciência e Tecnologia de São Paulo
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| Contributor |
—
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| Date |
2013-06-30
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
application/x-zip text/html |
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| Identifier |
http://www.ijmp.jor.br/index.php/ijmp/article/view/53
10.14807/ijmp.v4i1.53 |
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| Source |
Independent Journal of Management & Production; Vol 4, No 1 (2013): Independent Journal of Management & Production; 1-18
2236-269X |
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| Language |
eng
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| Relation |
http://www.ijmp.jor.br/index.php/ijmp/article/view/53/49
http://www.ijmp.jor.br/index.php/ijmp/article/view/53/161 http://www.ijmp.jor.br/index.php/ijmp/article/view/53/320 |
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