Abstract
The asset management industry is increasingly confronted with the investor’s demand for absolute-performance portfolios. Beside the challenge to come up with appropriate investment strategies, asset managers also face the problem of explaining the achieved results, especially whether these results were due to luck or skill. This last problem is even more complex because the methods currently available for evaluating the performance of an asset manager are not appropriate for absolute-performance portfolios. This article addresses this problem and presents a practical solution, especially for absolute-performance multi-asset class portfolios.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
