A practitioner's guide to the role and implications of performance measurement and
attribution analysis in asset management firms Practical Portfolio Performance Measurement …

This article looks at the developing role of the integrated advisor, their common
characteristics, and the opportunities and challenges of providing integrated management to …

Despite the wide acceptance of return-based style analysis, the method has several
limitations. One important drawback is the assumption that style exposures are time …

Evidence of the superior performance of portfolios comprised of 'value'stocks over
'growth'stocks is wide and varied. Despite this burgeoning literature, relatively little is known …

Sharpe-style regression has become a widely used analytic tool in the financial community.
The style regression allows one to investigate such interesting issues as style composition …

The Sharpe ratio is widely used as a performance evaluation measure for traditional (ie,
long only) investment funds as well as less-conventional funds such as hedge funds. Based …

The Omega function is a relatively newly developed performance measure, falling in the
class of downside risk measures. This measure does not make any assumptions regarding …

This paper examines whether a rule-based expert system is capable of outperforming the
general property market, as well as randomly constructed portfolios from the market. While …

In this paper the authors examine the consistency of the classification of mutual fund
objectives compared with those derived by returns-based style analysis and multiple …

Despite the wide acceptance of return-based style analysis, the method has several
limitations. One important drawback is the underlying assumption that the style exposures …