Resources
BNET Resources
- sort by:
- Relevance
- Date
- Popularity
- Assessing Risk-adjusted Rate of Return
- Risk-adjusted Rate of Return is a performance measure that adjusts for the initial risk an investor takes at the time of a purchase.Every investor works with risk, but if they can quantify it, they should be able to make more informed decisions about which risks are worth taking. Calculating risk-adjusted...
- Articles 2007-12-12
- Sharpening The Sharpe Ratio
- The question that article address is what happens when "excess returns" head south? Well, investors start bailing out and the Sharpe ratio is harder to interpret. Excess return is typically calculated by subtracting the T-bill rate of return from the asset being analyzed. The higher the Sharpe ratio the better....
- White papers 2003-01-01
- Comparing Alternative Investment Strategies Using Risk-Adjusted Performance Measures
- Despite the recommendation of dollar-cost averaging as a superior investment strategy by numerous financial advisors, some studies find it to be suboptimal using a traditional Sharpe ratio performance-ranking metric. However, recent research questions the use of the Sharpe ratio as the preferred performance measure. Using the Sortino and the upside...
- White papers 2003-01-01
- Sharpe, Treynor And Jensen's Ratios
- This article tries to discuss Sharpe, Treynor and Jensen's Ratios, which are used in the portfolio management. Sharpe ratio measures the return earned in excess of the risk free rate on a portfolio to the portfolio's total risk as measured by the standard deviation in its returns over the measurement...
- White papers 2003-01-01
- The Perception Of Time, Risk And Return During Periods Of Speculation
- This paper has derived the consequences of two hypotheses for the relationship between risk and return. The first hypothesis states that assets with the same risk must have the same expected return. From this, one derives the well-known invariance of the Sharpe ratio for uncorrelated stocks, as well as the...
- White papers 2002-01-10
- Sharpe And To The Point
- The Sharpe Ratio is a "compact" statistic for simultaneously considering risk and return. It is compact in that its calculation is (1) very straightforward and (2) it does not involve obscure variables. Devised by William Sharpe, it is calculated as shown below by dividing the excess return of an asset...
- White papers 2001-10-01
- The Last Great Arbitrage: Exploiting the Buy-And-Hold Mutual Fund Investor
- This paper demonstrates that an institutional feature inherent in a multitude of mutual funds managing billions in assets generates fund NAVs that reflect stale prices. Since, in many cases, investors can trade at these NAVs with little or no transactions costs, there is an obvious trading opportunity. Simple, feasible strategies...
- White papers 2000-05-08
Additional Resources
- Projection Perfection: ViewSonic Introduces Its Brightest Projector
- Full-Featured PJ1173 Brings High Performance and 1080p Support to Large Venues LAS VEGAS, June 18 /PRNewswire/ -- ViewSonicR Corp. launches its brightest projector, the PJ1173, to fill large venues with eye-catching presentations and entertainment. The powerhouse projector brings true high-definition picture quality and 5,000 lumens to ensure...
- Articles 2008-06-18
- LaPorte Asset Allocation System
- Burlington Hall Asset Management Inc. 7072 Whitemarsh Circle Brandenton, Florida 34202 www.laportesoft.com (941) 361-1161 (866) 402-3364 fax $4,600 /Year LaPorte software is designed to help you select investment managers, including CTAs and hedge fund managers, by allowing you to review fund managers'...
- Articles 2008-06-01
- Software review
- LaPorte software is designed to help you select investment managers, including CTAs and hedge fund managers, by allowing you to review fund managers' track records. The software allows you to subset and rank investment managers by a variety of quantitative and qualitative criteria. For example, you can produce a list...
- Articles 2008-06-01
- Investment Management Consultants Association Presents Awards in New Orleans
- Investment Management ConsultantsAssociation IMCA today is presenting seven prestigious awards at its 2008Spring Professional Development Conference in New Orleans. William F. Sharpe, Ph.D.: 2008 Matthew McArthur Award for his outstandingcontributions to the profession of investment management consulting and tothe advancement of the skills of investment management consulting. Dr.Sharpe is architect...
- Articles 2008-05-19
- Commerce Split Portfolio Update-March 25, 2008
- Commerce Split Corp. ("Commerce Split") was launched on February 16, 2007 and at that time the price of CIBC common shares was $102.15. As of March 24, 2008 the price of CIBC commons shares has declined to $66.80 or a drop of 35% since the inception of the fund. This...
- Articles 2008-03-25
- Commerce Split Portfolio Update-March 25, 2008.
- TORONTO, ONTARIO, Mar 25, 2008 Marketwire via COMTEX -- Commerce Split Corp. ("Commerce Split") was launched on February 16, 2007 and at that time the price of CIBC common shares was $102.15. As of March 24, 2008 the price of CIBC commons shares has declined to $66.80...
- Articles 2008-03-25
- Net asset value falls at Quayle Munro.
- RESULT: Quayle Munro cautious on deals. Nigel Bolitho In the six months to the end of December, Quayle Munro 's net asset value NAV fell from just over 1,200p to 864p. A sizeable part of the decline was due to a special...
- Articles 2008-03-12
- Will trade continue to support the economy?
- From 2002 through 2006 the economy was able to expand at a healthy rate despite the conderable drag from real net exports. Over that period, the US trade position as measured by the current account worsened steadily, reaching a quarterly deficit of $217 billion in 2006Q4 and $811 billion for...
- Articles 2008-03-03
- 5 The efficacy of the Sortino ratio and other benchmarked performance measures under skewed return distributions.
- Abstract: This paper will investigate the suitability of existing performance measures under the assumption of a clearly defined benchmark. A range of measures are examined including the Sortino Ratio, the Sharpe Selection ratio SSR, the Student's t-test and a decay rate measure. A...
- Articles 2008-03-01
- Strategic dreaming.(LETTERS)
- Byline: THE WASHINGTON TIMES "Strategy is all about matching limited resources to achieve... prioritized objectives" ("Defense spending," Letters, Tuesday) They must be living in la-la land down at the Center for Arms Control and Non-Proliferation. Letter writer Travis Sharp...
- Articles 2008-02-29
- MPC's Barker paints a bleak picture for UK.
- Byline: Committee member warns of a volatile and an uncertain economic future The UK economy faces a number of threats - including the uncertain conditions in credit markets, rising oil and commodity prices and a sharp fall in the exchange rate - that...
- Articles 2008-02-28
- Directors confidence may bouy small caps.
- Byline: Fund co-manager says rise in directors' purchases of small-caps may be a buy signal A sharp increase in the number of directors purchasing shares in their own small-cap companies could be an early buy signal for investors, according to Artemis. ...
- Articles 2008-02-18
- Flat Panel Monitor delivers 3,000:1 dynamic contrast ratio
- With 2,560 x 1,600 WQXGA resolution, UltraSharpTM 3008WFP is 30 in. widescreen flat panel monitor that integrates DisplayPort technology. Monitor features brushed aluminum housing, glass stand base, cantilever arm, and cable management system. It offers advanced video processor for multi-resolution viewing, 8 msec response time, 9-in-2 media card reader, 4...
- Articles 2008-01-31
- << Previous
- page 1 of 1
- Next >>
Content Types
Premier Vendor Content Whitepapers, webcasts & resources from our Power Center Sponsors
- Dell: Built to fit your business needs.
-
Powerful, Dell is built to fit your business needs Customized systems, experts trained in small business, 24/7/365 support, and powerful, reliable technology. Dell, big results for small business.
- Learn More >>
- Create new ways to live, work and play with Intel
-
Learn how Intel researchers around the world are developing with tera-scale computing, wireless computing anywhere on earth, advanced exploratory research, and more.
- Learn about new technology that improves every facet of life >>
- Create new ways to live, work and play with Intel
-
Learn how Intel researchers around the world are developing with tera-scale computing, wireless computing anywhere on earth, advanced exploratory research, and more.
- Learn about new technology that improves every facet of life >>
