Browsing by Subject "Risk-adjusted performance"
Now showing items 1-2 of 2
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Comparing different exchange traded funds in South Africa based on volatility and returns
(North West University, 2014)Increasing sophistication of exchange traded fund (ETF) indexation methods required that a comparison be drawn between various methodologies. A performance and risk evaluation of four pre-selected ETF indexation categories ... -
Evaluating novel hedge fund performance measures under different economic conditions
(2014)Performance measurement is an integral part of investment analysis and risk management. Investment performance comprises two primary elements, namely; risk and return. The measurement of return is more straightforward ...