Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Brett H. Wander"'
Autor:
Brett H. Wander, Ron D'Vari
Publikováno v:
The Journal of Wealth Management. 6:35-38
The standard deviation of investment returns is widely accepted as the best, and perhaps only commonly used indicator of portfolio risk in the investment management business. However, its usefulness is actually quite limited. In fact, relying on it c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aee6c6cbf366daf400788504d6852b0f
https://doi.org/10.3905/jwm.2003.320488
https://doi.org/10.3905/jwm.2003.320488
Autor:
Brett H. Wander
Publikováno v:
The Journal of Investing. 12:37-42
The relationship between a manager9s level of skill and the actual value-added to a portfolio can be nebulous. Actual portfolio results are often only minimally correlated with the manager9s skill level. A framework for quantifying the expected value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b88ee2454a9b90b7656fcca72751f548
https://doi.org/10.3905/joi.2003.319552
https://doi.org/10.3905/joi.2003.319552
Autor:
Brett H. Wander
Publikováno v:
The Journal of Wealth Management. 6:54-57
The author investigates the relationship between a manager9s ability to add value and the way the relevant benchmark index is constructed. He first observes that the larger the number of securities in the index, the higher the potential for added val
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88ccfcbe6d572ecfe2bf4bce7a1ae2ea
https://doi.org/10.3905/jwm.2003.320474
https://doi.org/10.3905/jwm.2003.320474
Autor:
Brett H. Wander
Publikováno v:
The Journal of Wealth Management. 5:37-42
The article starts with the observation that the relationship between a manager9s level of skill and the actual value-added to a portfolio can be quite nebulous. Thus, while the ability to make good predictions should result in value-added returns, a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2bad405475f7755265d41e2dd1431020
https://doi.org/10.3905/jwm.2003.320462
https://doi.org/10.3905/jwm.2003.320462
Autor:
Brett H. Wander, Dennis M. Bein
Publikováno v:
The Journal of Investing. 11:27-30
If a manager has an outstanding track record, how can we tell how much this past success is due to luck versus skill? The complex nature of active portfolio management makes this assessment very difficult. This article provides a conceptual framework
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2acc13e303e8ba511e288c7ca0d7098
https://doi.org/10.3905/joi.2002.319521
https://doi.org/10.3905/joi.2002.319521
Autor:
Brett H. Wander, Dennis M. Bein
Publikováno v:
The Journal of Wealth Management. 5:14-19
The authors start with the observation that traditional asset allocation processes fail to integrate the two important sources of portfolio risk: systematic and active. They introduce a new approach that integrates these two risks, which offers two p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a14eec949b0eeb98abeec968b9a6356b
https://doi.org/10.3905/jwm.2002.320450
https://doi.org/10.3905/jwm.2002.320450
Publikováno v:
The Journal of Portfolio Management. 29:9-30
Most investors are exposed to both systematic and active risks in their portfolios. Systematic risks stem from consistent exposure to marketwide factors, and are usually associated with marketwide risk premiums. Active risk comes from actively managi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89e78d166ee7d2224184bb63120931df
https://doi.org/10.3905/jpm.2002.319860
https://doi.org/10.3905/jpm.2002.319860
Autor:
Brett H. Wander
Publikováno v:
The Journal of Investing. 9:39-44
Although portfolio risk is typically measured by the standard deviation of returns, when performance is compared against a specified benchmark risk can also be described as the variability of the difference in return between the portfolio and the ben
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2dadb2a2fb29a4b0d508684b5d7701f4
https://doi.org/10.3905/joi.2000.319422
https://doi.org/10.3905/joi.2000.319422