Performance Evaluation - Return Measurements | Portfolio Management (FINC201)
Автор: Spoon Feed Me
Загружено: 2014-12-18
Просмотров: 6946
Описание:
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Return measurements on portfolios let investors to evaluate the performance of an investment and compare it to others with their portfolios. In this video, two stuffs are featured- how return is measured over a single period and considers choices of averaging methods how return can be measured over multiple periods. The video briefly derives the formulas of discrete return and continuous return as well as discusses about the 2 averaging methods- arithmetic & geometric to measure returns over multiple periods.
Currently security and portfolio volatility measures are increasingly being relied on as proxies for investment risk when measuring and evaluating performance. The standard deviation of investment returns, the most commonly used statistical description of volatility, is frequently used to figure out the return per unit of risk, tracking error and the information ratio. Thus, a performance evaluation is used to measure the efficiency of an investment or to compare the efficiency of a number of different investments.
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