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GCSE
A Level & IB
University
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More cards in this set
Card 6
Front
Testing for market timing ability (linear)
Back
Card 7
Front
Testing for market timing ability (non-linear)
Back
Card 8
Front
Implications: reviewing non-market timing fund (stock selection)
Back
Card 9
Front
Measuring performance: performance decomposition (Fama)
Back
Card 10
Front
Performance decomposition: 1) return from client risk (target Beta)
Back
Card 11
Front
Performance decomposition: 2) Return from market timing (achieved beta)
Back
Card 12
Front
Performance decomposition: 3) Return from security selection (achieved return given achieved beta)
Back
Card 13
Front
Performance decomposition: 4) Pure selectivity (was taking on extra residual risk worth it?)
Back
Card 14
Front
Fama Performance decomposition goes beyond alpha
Back
See full card set
