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Unit 13: Portfolio Performance Evaluation
Answer: Self Assessment Notes
1. Performance attribution 2. normal
3. high 4. constant
5. bonds 6. risk-adjusted
7. diversify 8. Jensen's
9. Sharpe 10. greater
11. preferences 12. Sortino
13. intermediate 14. Time-weighted
15. evaluating
13.9 Further Readings
Books Doodhan, Kersi D., Stock Exchange in a Developing Economy, University of Bombay,
Bombay, 1962.
Hull J.C., Introduction to Futures & Options Markets, Prentice Hall, Englewood
Cliffs, New Jersey, 1995.
Jessup, Paul F., Competing for Stock Market Profits NY, Wiley, 1974.
Johnson, Timothy E., Investment Principles, NJ Prentice Hall, 1978.
Yasaswy, N.J., Personal Investment and Tax Planning, Vision, 1997.
Online links www.igidr.ac.in
www.information-management.com
www.singerllc.com
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