A risk-return based model to measure the performance of portfolio management
The primary concern in all portfolio management systems is to find a good tradeoff between risk and expected return and a good balance between accepted risk and actual return indicates the performance of a particular portfolio. This paper develops “A-Y Model” to measure the performance of a portfoli...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-10-01
|
| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/msl_2014_291.pdf |