Bookcover of Alpha Producing Capabilities of Mutual Fund Managers
Booktitle:

Alpha Producing Capabilities of Mutual Fund Managers

LAP LAMBERT Academic Publishing (2016-05-20 )

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ISBN-13:

978-3-659-89282-0

ISBN-10:
3659892823
EAN:
9783659892820
Book language:
English
Blurb/Shorttext:
Are mutual funds providing their investors with an adequate risk-adjusted return? Or the fund managers fail in delivering on their promise? The book reveals whether fund managers yield superior returns when benchmarked against passive investments - indices such as S&P 500, FTSE 100, or DAX. The author uses real investment funds data and provides a robust case based on quantitative research methodology.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Igor Gvozdanovic
Number of pages:
104
Published at:
2016-05-20
Stock:
Available
Category:
Management
Price:
54.90 €
Keywords:
attribution, Financial Management, investment funds, Jensen's alpha, return, risk, sharpe ratio, Treynor Ratio, Volatility, Portfolio Performance Evaluation

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