Portfolio Performance Measurement: Review of Literature and Avenues of Future Research

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ISSN Print: 2164-5167
ISSN Online: 2164-5175
www.scirp.org/journal/ajibm
E-mail: ajibm@scirp.org

"Portfolio Performance Measurement: Review of Literature and Avenues of Future Research"
written by Ahmed Marhfor,
published by American Journal of Industrial and Business Management, Vol.6 No.4, 2016

has been cited by the following article(s):

[1]	The Effect of Market Factor on Portfolio Selection
	2022

[2]	Selection of Briston-Based Multi-Purpose Performance: A Case Study of the Shared Funds of the Tehran Stock Exchange
	2020

[3]	Technical Description of the Apex Portfolio Management
	2020

[4]	OPTIMAL OMEGA-RATIO PORTFOLIO PERFORMANCE CONSTRAINED BY TRACKING ERROR
	2020

[5]	Strategy Analysis and Portfolio Allocation: A study using scenario simulation and allocation theories to investigate risk and return
	2020

[6]	ODAKLANMA STRATEJİSİ ve ÇEŞİTLENDİRME STRATEJİSİ İZLEYEN FONLARIN PERFORMANSLARININ KARŞILAŞTIRILMASI
	2020

[7]	ODAKLANMA STRATEJİSİ ve ÇEŞİTLENDİRME STRATEJİSİ İZLEYEN FONLARIN PERFORMANSLARININ KARŞILAŞTIRILMASI.
	2020

[8]	An Assessment of the Investment Decisions of European Fund Managers
	2020

[9]	Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds
	2019

[10]	Critical Analysis of Sharpe, Treynor and Jensen Methods in Analyzing Stock Portfolio Performance LQ-45 Stock Studies
	2019

[11]	Evaluating the Performance of Pension Schemes in Zambia
	Dissertation, 2018

[12]	Risk Parity Approach: A Thematic Review of Literature and Research Opportunities
	2018

[13]	Análisis de desempeño del Sistema Privado de Pensiones: un acercamiento desde la teoría de agencia
	2017

[14]	Optimal Portfolio and Performance-Risk Metric: A Study on Saudi Stock Market

[1]	Computational Science and Its Applications – ICCSA 2023 Workshops Lecture Notes in Computer Science, 2023 DOI:10.1007/978-3-031-37108-0_5

[2]	A New Type of Cev Model. Properties, Comparison and Application to Portfolio Optimization SSRN Electronic Journal, 2023 DOI:10.2139/ssrn.4645366

[3]	ODAKLANMA STRATEJİSİ ve ÇEŞİTLENDİRME STRATEJİSİ İZLEYEN FONLARIN PERFORMANSLARININ KARŞILAŞTIRILMASI Elektronik Sosyal Bilimler Dergisi, 2020 DOI:10.17755/esosder.716887

[4]	Optimal omega-ratio portfolio performance constrained by tracking error Investment Management and Financial Innovations, 2020 DOI:10.21511/imfi.17(3).2020.20

[5]	ODAKLANMA STRATEJİSİ ve ÇEŞİTLENDİRME STRATEJİSİ İZLEYEN FONLARIN PERFORMANSLARININ KARŞILAŞTIRILMASI Elektronik Sosyal Bilimler Dergisi, 2020 DOI:10.17755/esosder.716887

[6]	Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds International Journal of Financial Studies, 2019 DOI:10.3390/ijfs7030048

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