COMPOSITE MEASURES FOR THE EVALUATION OF INVESTMENT PERFORMANCE

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dc.contributor.authorChua, Jesseng
dc.contributor.authorAng, James Seng
dc.date.accessioned2010-11-26T22:17:36Z
dc.date.available2010-11-26T22:17:36Z
dc.date.issued1979
dc.descriptionArticle deposited according to publisher policy posted on SHERPA/ROMEO, 11/26/2010.eng
dc.description.abstractThe article addresses composite measures of investment performance. The author identifies some of the challenges posed by previous measures, particularly ex ante measures that are not directly applicable to ex post performance. Other efforts that address predictability are considered. The author considers that systematic biases may be hindering the success of these measures, and this article posits that these biases could be caused by a deficiency of not considering asymmetry of return distributions and an inability to specify the correct holding period. The article presents a literature review, and develops a composite performance measure that takes into account advances in Capital Market theory.eng
dc.description.refereedYeseng
dc.identifier.citationAng, James S.; Chua, Jess H."Composite measures for the evaluation of investment performance", Journal of Financial & Quantitative Analysis, Jun79, Vol. 14 Issue 2, p361-384.eng
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/34045
dc.identifier.issn0022-1090
dc.identifier.urihttp://hdl.handle.net/1880/48285
dc.language.isoengeng
dc.publisherCambridge University Presseng
dc.publisher.corporateUniversity of Calgaryeng
dc.publisher.facultyHaskayne School of Businesseng
dc.publisher.urlhttp://journals.cambridge.org/action/displayJournal?jid=JFQeng
dc.subjectINVESTMENTSeng
dc.subjectRATE of returneng
dc.subject.otherCAPITAL marketeng
dc.subject.otherFINANCIAL performanceeng
dc.subject.otherSECURITIESeng
dc.subject.otherHOLDING periodeng
dc.subject.otherFORECASTINGeng
dc.subject.otherBUSINESS forecastingeng
dc.subject.otherFINANCIAL managementeng
dc.subject.otherINVESTMENT analysiseng
dc.subject.otherLiterature revieweng
dc.titleCOMPOSITE MEASURES FOR THE EVALUATION OF INVESTMENT PERFORMANCEeng
dc.typejournal article
thesis.degree.disciplineCentre for Family Business Management & Entrepreneurship Financeeng
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