Performance Indexes: Similarities and Differences
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Independent Journal of Management & Production |
Texto Completo: | http://www.ijmp.jor.br/index.php/ijmp/article/view/53 |
Resumo: | The investor of today is more rigorous on monitoring a financial assets portfolio. He no longer thinks only in terms of the expected return (one dimension), but in terms of risk-return (two dimensions). Thus new perception is more complex, since the risk measurement can vary according to anyone’s perception; some use the standard deviation for that, others disagree with this measure by proposing others. In addition to this difficulty, there is the problem of how to consider these two dimensions.The objective of this essay is to study the main performance indexes through an empirical study in order to verify the differences and similarities for some of the selected assets. One performance index proposed in Caldeira (2005) shall be included in this analysis. |
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Independent Journal of Management & Production |
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Performance Indexes: Similarities and DifferencesReturnRiskPerformance IndexThe investor of today is more rigorous on monitoring a financial assets portfolio. He no longer thinks only in terms of the expected return (one dimension), but in terms of risk-return (two dimensions). Thus new perception is more complex, since the risk measurement can vary according to anyone’s perception; some use the standard deviation for that, others disagree with this measure by proposing others. In addition to this difficulty, there is the problem of how to consider these two dimensions.The objective of this essay is to study the main performance indexes through an empirical study in order to verify the differences and similarities for some of the selected assets. One performance index proposed in Caldeira (2005) shall be included in this analysis.Independent2013-06-30info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/x-ziptext/htmlhttp://www.ijmp.jor.br/index.php/ijmp/article/view/5310.14807/ijmp.v4i1.53Independent Journal of Management & Production; Vol. 4 No. 1 (2013): Independent Journal of Management & Production; 1-182236-269X2236-269Xreponame:Independent Journal of Management & Productioninstname:Instituto Federal de Educação, Ciência e Tecnologia de São Paulo (IFSP)instacron:IJM&Penghttp://www.ijmp.jor.br/index.php/ijmp/article/view/53/49http://www.ijmp.jor.br/index.php/ijmp/article/view/53/161http://www.ijmp.jor.br/index.php/ijmp/article/view/53/320Caldeira, André MachadoGassenferth, WalterPacheco, Giovanna LamastraMachado, Maria Augusta Soaresinfo:eu-repo/semantics/openAccess2024-04-24T12:36:25Zoai:www.ijmp.jor.br:article/53Revistahttp://www.ijmp.jor.br/PUBhttp://www.ijmp.jor.br/index.php/ijmp/oaiijmp@ijmp.jor.br||paulo@paulorodrigues.pro.br||2236-269X2236-269Xopendoar:2024-04-24T12:36:25Independent Journal of Management & Production - Instituto Federal de Educação, Ciência e Tecnologia de São Paulo (IFSP)false |
dc.title.none.fl_str_mv |
Performance Indexes: Similarities and Differences |
title |
Performance Indexes: Similarities and Differences |
spellingShingle |
Performance Indexes: Similarities and Differences Caldeira, André Machado Return Risk Performance Index |
title_short |
Performance Indexes: Similarities and Differences |
title_full |
Performance Indexes: Similarities and Differences |
title_fullStr |
Performance Indexes: Similarities and Differences |
title_full_unstemmed |
Performance Indexes: Similarities and Differences |
title_sort |
Performance Indexes: Similarities and Differences |
author |
Caldeira, André Machado |
author_facet |
Caldeira, André Machado Gassenferth, Walter Pacheco, Giovanna Lamastra Machado, Maria Augusta Soares |
author_role |
author |
author2 |
Gassenferth, Walter Pacheco, Giovanna Lamastra Machado, Maria Augusta Soares |
author2_role |
author author author |
dc.contributor.author.fl_str_mv |
Caldeira, André Machado Gassenferth, Walter Pacheco, Giovanna Lamastra Machado, Maria Augusta Soares |
dc.subject.por.fl_str_mv |
Return Risk Performance Index |
topic |
Return Risk Performance Index |
description |
The investor of today is more rigorous on monitoring a financial assets portfolio. He no longer thinks only in terms of the expected return (one dimension), but in terms of risk-return (two dimensions). Thus new perception is more complex, since the risk measurement can vary according to anyone’s perception; some use the standard deviation for that, others disagree with this measure by proposing others. In addition to this difficulty, there is the problem of how to consider these two dimensions.The objective of this essay is to study the main performance indexes through an empirical study in order to verify the differences and similarities for some of the selected assets. One performance index proposed in Caldeira (2005) shall be included in this analysis. |
publishDate |
2013 |
dc.date.none.fl_str_mv |
2013-06-30 |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://www.ijmp.jor.br/index.php/ijmp/article/view/53 10.14807/ijmp.v4i1.53 |
url |
http://www.ijmp.jor.br/index.php/ijmp/article/view/53 |
identifier_str_mv |
10.14807/ijmp.v4i1.53 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
http://www.ijmp.jor.br/index.php/ijmp/article/view/53/49 http://www.ijmp.jor.br/index.php/ijmp/article/view/53/161 http://www.ijmp.jor.br/index.php/ijmp/article/view/53/320 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf application/x-zip text/html |
dc.publisher.none.fl_str_mv |
Independent |
publisher.none.fl_str_mv |
Independent |
dc.source.none.fl_str_mv |
Independent Journal of Management & Production; Vol. 4 No. 1 (2013): Independent Journal of Management & Production; 1-18 2236-269X 2236-269X reponame:Independent Journal of Management & Production instname:Instituto Federal de Educação, Ciência e Tecnologia de São Paulo (IFSP) instacron:IJM&P |
instname_str |
Instituto Federal de Educação, Ciência e Tecnologia de São Paulo (IFSP) |
instacron_str |
IJM&P |
institution |
IJM&P |
reponame_str |
Independent Journal of Management & Production |
collection |
Independent Journal of Management & Production |
repository.name.fl_str_mv |
Independent Journal of Management & Production - Instituto Federal de Educação, Ciência e Tecnologia de São Paulo (IFSP) |
repository.mail.fl_str_mv |
ijmp@ijmp.jor.br||paulo@paulorodrigues.pro.br|| |
_version_ |
1797220489973727232 |