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- The Mathematics Of Returns-Based Style Analysis
- This article, explains the mathematics of Sharpe's algorithm. As it turns out, a fairly complete and mathematically rigorous description of the algorithm can be given without using a lot of mathematical formalism. William F. Sharpe's method of returns- based style analysis is substantially different from classical multivariate regression analysis. While...
- White papers 2002-08-01
- More On The Mathematics Of Returns-Based Style Analysis
- This article explains that William F. Sharpe's method of returns-based style analysis rests on the assumption that a manager's style determines the shape of his/her return series, whereas his/her skill results in a constant or near-constant addition to the returns. Using shape as the criterion of best fit, one can...
- White papers 2003-01-01
- Optimizing Portfolio Allocations Using Excess Returns: A Case Study
- This case study is about The Directed Account Plan formerly TWA Pilots. The Directed Account Plan provides participants with a menu of model portfolio multi-manager investment choices. Each multi-manager investment option has a specific objective (e.g. large U.S. growth) and managers in the portfolio all manage their portfolios toward that...
- White papers 2003-01-01
Additional Resources
- Zephyr Elected to Membership in RELO®
- SAN FRANCISCO -- Zephyr Real Estate of San Francisco has joined Chicago based RELOR, Zephyr President Bill Drypolcher announced today. Zephyr joins over 700 real estate companies from across the United States and internationally in RELOR, the largest network of leading independent real estate firms, with 90,000 associates, and...
- Research articles 2005-09-20
- Highest Honor in Customer Satisfaction Awarded to Pioneer for Its Outstanding Navigation System
- Company Builds on Years of Global and Aftermarket Navigation Expertise to Hit a Home Run with Lincoln Zephyr/MKZ Navigation System DETROIT -- Pioneer Automotive Technologies, Inc. was recognized for having the highest customer satisfaction in a factory-installed navigation system for the Lincoln Zephyr according to the 2006 J.D. Power...
- Research articles 2007-01-02
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