Portfolio performance evaluation

This research aims to investigate the effectiveness of using writing portfolios to improve English language writing skills and students’ perceptions of this practice at a university in Hanoi, Vietnam. The study adopts action research using both quantitative and qualitative data collection methods, namely questionnaires and writing assignment evaluations.

16p vibego 02-02-2024 8 3   Download

This paper addresses the challenges and opportunities while using digital artifacts like videos and e-portfolio as tools for assessment in pre-service teacher training programs. A case study was conducted at a hogeschool in Brussels. The aim was to explore how videos and e-portfolio are applied to assess student teachers’ performance and how beneficial or challenging these tools are if applied in the teaching and learning process.

14p visystrom 22-11-2023 5 3   Download

Ebook Security Analysis and Portfolio Management: Part 2 presents the following content: Portfolio Management; Portfolio Analysis; Capital Market Theory; Portfolio Performance Evaluation; Portfolio Revision;...Please refer to the documentation for more details.

130p chankora 16-06-2023 4 0   Download

This thesis provides solid evidence to support the notion that idiosyncratic volatility plays a significant role in Australian equity markets. Therefore, it should not be ignored but instead should be considered when evaluating the performance of Australian stock portfolios and pension funds. It can also be used to predict Australian economic conditions.

214p runthenight04 02-02-2023 4 2   Download

How can we evaluate the performance of a portfolio manager? It turns out that even average portfolio return is not as straightforward to measure as it might seem. In addition, adjusting average returns for risk presents a host of other problems. In this chapter, we begin with the measurement of portfolio returns. From there we move on to conventional approaches to risk adjustment. We identify the problems with these approaches when applied in various situations.

27p nanhankhuoctai1 29-05-2020 15 0   Download

(BQ) Continued part 1, part 2 of the document Investments and essentials factors (Tenth edition) has contents: Equity valuation, financial statement analysis, options markets, option valuation, portfolio performance evaluation, globalization and international investing,... and other contents. Invite you to refer.

390p thuongdanguyetan04 25-07-2019 35 2   Download

(bq) part 1 book “managing downside risk in financial markets” has contents: from alpha to omega, a portfolio manager’s view of downside risk, an evaluation of value at risk and the information ratio, a software developer’s view - using post-modern portfolio theory to improve investment performance measurement,… and other contents.

115p tieu_vu15 07-09-2018 40 1   Download

(bq) part 2 book "essentials of investments" has contents: macroeconomic and industry analysis; macroeconomic and industry analysis; globalization and international investing; performance evaluation and active portfolio management; options markets; option valuation, equity valuation, financial statement analysis,...and other contents.

364p bautroibinhyen27 11-05-2017 42 5   Download

Chapter 2: Developing marketing strategies and a marketing plan. When you finish this chapter, you should: Define a marketing strategy, describe the elements of a marketing plan, analyze a marketing situation using SWOT analysis, describe how a firm chooses which consumer group(s) to pursue with its marketing efforts, outline the implementation of the marketing mix as a means to increase customer value, summarize portfolio analysis and its use to evaluate marketing performance, describe how firms grow their business.

37p estupendo5 24-08-2016 75 5   Download

The Manager is responsible for the day-to-day management of the Fund and its investment portfolio in compliance with the Fund’s constating documents. The Manager monitors and evaluates the performance of the Fund, pays for the investment management services of the investment advisors and provides all related administrative services required by the Fund. As compensation for its services the Manager is entitled to receive a fee payable monthly, calculated at the maximum annual rates included in Note 8(d)....

0p hongphuocidol 04-04-2013 73 6   Download

Thus, after buying into winning funds, investors unwittingly benefit from momentum returns on winning stocks. To test this reasoning, Sapp and Tiwari calculate abnormal performance following money f lows with and without accounting for the momentum factor, and find that inclusion of the momentum factor in the performance evaluation proce- dure eliminates outperformance of high f low funds. In addition, they show that investors are not deliberate in seeking to benefit from stock-level momentum: More popular funds do not have higher exposure to themomentumfactor at the time they are selected.

239p khanhchilam 29-03-2013 86 14   Download

Performance evaluation measures the skill of an asset manager and its principal idea is to compare the returns with an alternative appropriate portfolio to that which was obtained in a particular case. The emergence of modern portfolio theory (MPT) by Markowitz (1952), who quantifies how rational investors make decisions based on expected return and risk, has brought much development to portfolio performance measurement.

323p khanhchilam 29-03-2013 61 13   Download

One issue with using portfolio holdings to evaluate fund performance is that the disclosed data reveal information about the major equity positions at particular dates but do not indicate the exact purchase and sale dates. As a result, the exact holding period of securities is unknown. Furthermore, some funds may window-dress their portfolios to hide their actual investment strategy from their investors or from competing funds, as shown byMeier and Schaumburg (2004).

208p khanhchilam 29-03-2013 53 11   Download

As with every hypothesis test, inference based on alpha estimates can lead to the detection of a lucky fund, namely a fund with a significant estimated alpha, while its true alpha is equal to zero. When a single performance test is run on the estimated alpha of one fund (or one portfolio of funds1), luck is easily controlled by setting the significance level γ (or alternatively the Size of the test). For instance, if γ is set to 0.05, the probability of finding one lucky fund under the hypothesis that its alpha is zero amounts to 0.05, by construction.

87p dangsuynghi 15-03-2013 60 7   Download

What then becomes critical is that project and programme managers and senior management make efficient and effective use of the services and capabilities of the PMO. And finally it is important to define the metrics by which the performance of the PMO will be assessed and evaluated, both directly (the effectiveness of its services) and indirectly (the improvements it enables in project, programme and portfolio decision making and outcomes). But that is not the end of the story.

22p lenh_hoi_xung 21-02-2013 51 4   Download

Implementation planning must identify who is accountable for the realisation of benefits – particularly if the stakeholders concerned are external to departments or agencies. You are encouraged to consult the relevant policy area of PM&C in developing your approach to this. Be mindful that the milestones, tracked through the CIU reporting process, will focus on outcomes and benefits, such as the expected impacts or level of user take-up, as well as the development of products, services and programmes and their roll-out.

16p tay_thi_le 21-02-2013 53 5   Download

There are are a number of advantages to directly evaluating the portfolio of property holdings of REIT and private investors, rather than at the mutual funds of REITs (see e.g. Kallberg, Liu and Trzcinka (2000), Hartzell, M¨uhlhofer and Titman (2010) for studies of REIT mutual fund performance). As we are able to observe the individual property characteristics, we can design benchmarks that are better able to capture the particular characteristics of portfolio manager holdings.

44p quaivattim 01-12-2012 74 5   Download

In this study, we make use of a complete dataset of property trades by institutional-grade REITs who are legally mandated to report such trades to the SEC in their 10-K and 10-Q reports, thus providing both complete trading information and eliminating selection bias. We augment this information with a dataset of property trades made by portfolio managers of private entities, such as commingled real-estate funds, who have legally committed to disclose this information to a private data collector under a strict non-disclosure agreement.

97p quaivattim 01-12-2012 57 9   Download

The Portfolio Improvement Program (PIP) was launched by the World Bank about a year ago to improve the performance of its project portfo- lio. Within that review, the performance of social funds was evaluated for such things as efficiency, targeting, and sustainability. As the largest multilateral development finance agency, the World Bank lends about US$20 billion annually for development all over the world. Its portfolio of 1,500 projects under implementation accounts for close to US$120 billion of commitment on the part of the World Bank.

48p thangbienthai 22-11-2012 58 5   Download

A strong demand for the opportunity to share experiences and views with stakeholder con- stituencies was strongly supported by the staff of the World Bank in charge of the design and supervision of the credits and loans that finance the implementation of social funds.

36p thangbienthai 22-11-2012 83 4   Download