Investment Skill and Consistent Long-Term Alpha
RJM van Loon - The Journal of Portfolio Management, 2023 - pm-research.com
How should an active investor calibrate their investment decisions, when the goal is to reach
an outperformance target over the long term, without succumbing to large drawdowns in the …
an outperformance target over the long term, without succumbing to large drawdowns in the …
Balancing Long-Term Goals versus Short-Term Risks
RJM van Loon - The Journal of Investing, 2022 - pm-research.com
In investing, there can sometimes be a tension between long-term goals and short-term
risks. The investor might have a specific end goal in mind when structuring an investment …
risks. The investor might have a specific end goal in mind when structuring an investment …
Maximum Cumulative Underperformance: A New Metric for Active Performance Management
K Khang, M Ertl - Available at SSRN, 2023 - papers.ssrn.com
We propose a new metric to monitor an active manager's performance:'maximum cumulative
underperformance'(MaxCU). MaxCU measures the maximum cumulative underperformance …
underperformance'(MaxCU). MaxCU measures the maximum cumulative underperformance …
[PDF][PDF] THESIS TITLE: THE SUPERIORITY OF VALUE INVESTING: A NAIROBI SECURITIES EXCHANGE EMPIRICAL ASSESSMENT
NN AMBUNYA - 2022 - cdn.unicaf.org
The comparative better performance of some investment styles in circumstances of varied
operating market conditions has been a subject of research interest overtime with …
operating market conditions has been a subject of research interest overtime with …
Формирование равновесной системы развития промышленного производства в инновационных региональных системах
СА Тронин, НВ Кучковская - 2022 - elibrary.ru
Сегодня успешно работает масса объектов инвестирования и перед каждым
инвестором, обязательно стоит вопрос о том, какой объект выбрать и при этом …
инвестором, обязательно стоит вопрос о том, какой объект выбрать и при этом …