Performance Measurement

Wolfgang Marty
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Wolfgang Marty: Swiss Bond Commission

Chapter Chapter 4 in Portfolio Analytics, 2013, pp 135-175 from Springer

Abstract: Abstract We start by considering the investment process depicted in Fig. 4.1. The discussion of return and risk in the previous Chaps. 2 and 3 is relevant for all parts of the investment process. We proceed by focusing on the different steps in the investment process. The topics of this chapter are the asset allocation, portfolio construction and rebalancing. The evaluation of the investment strategy will follow in Chap. 5 (Investment Controlling).

Keywords: Gross Domestic Product; Financial Market; Risk Premium; Portfolio Optimization; Efficient Frontier (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-319-03509-3_4

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DOI: 10.1007/978-3-319-03509-3_4

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