Statements (53)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:Byzantine_Emperor
|
| gptkbp:condition |
portfolio outperforms the market
portfolio underperforms the market |
| gptkbp:evaluates |
historical data
investment strategies risk management practices portfolio managers active management strategies portfolio beta manager effectiveness CAPM_(Capital_Asset_Pricing_Model) |
| gptkbp:features |
investment success
|
| gptkbp:hasPrograms |
market return
|
| https://www.w3.org/2000/01/rdf-schema#label |
Jensen's Alpha
|
| gptkbp:impact |
investment horizon
|
| gptkbp:influenced |
interest rates
market volatility |
| gptkbp:is_a_key_component_of |
Sharpe_Ratio
|
| gptkbp:is_a_resource_for |
active fund management
|
| gptkbp:is_a_subject_of |
finance
quantitative finance |
| gptkbp:is_a_tool_for |
performance attribution
|
| gptkbp:is_essential_for |
investors
|
| gptkbp:is_evaluated_by |
a specific time period
percentage points (Actual Return - Expected Return) individual securities |
| gptkbp:is_featured_in |
absolute return
|
| gptkbp:is_part_of |
gptkb:Modern_Portfolio_Theory
performance metrics investment strategy analysis |
| gptkbp:is_popular_among |
Treynor_Ratio
|
| gptkbp:is_used_in |
financial analysts
performance reports financial literature investment performance evaluation compare different funds other risk measures |
| gptkbp:measures |
excess return
risk-adjusted return alpha generation performance relative to risk |
| gptkbp:previousName |
Jensen's_1968_paper
|
| gptkbp:produces |
Michael Jensen
|
| gptkbp:related_to |
institutional investors
mutual funds hedge funds investment managers retirement funds Alpha in general |
| gptkbp:relatedTo |
portfolio return to expected return
|
| gptkbp:requires |
benchmark index
|
| gptkbp:visitedBy |
manager skill
|