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  2. Simple Dietz method - Wikipedia

    en.wikipedia.org/wiki/Simple_Dietz_Method

    is the net external inflow during the period (flows out of the portfolio are negative and flows into the portfolio are positive). It is based on the assumption that all external flows occur at the half-way point in time within the evaluation period (or are spread evenly across the period, and so the flows occur on average at the middle of the ...

  3. Active return - Wikipedia

    en.wikipedia.org/wiki/Active_return

    In finance, active return refers to the returns produced by an investment portfolio due to active management decisions made by the portfolio manager that cannot be explained by the portfolio's exposure to returns or to risks in the portfolio's investment benchmark; active return is usually the objective of active management and subject of performance attribution. [1]

  4. Portfolio Analysis - Wikipedia

    en.wikipedia.org/wiki/Portfolio_Analysis:...

    Portfolio Analysis: Advanced topics in performance measurement, risk and attribution (Risk Books, 2006. ISBN 1-904339-82-4 ) is an industry text written by a comprehensive selection of industry experts and edited by Timothy P. Ryan .

  5. Performance attribution - Wikipedia

    en.wikipedia.org/wiki/Performance_attribution

    Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return .

  6. Portfolio optimization - Wikipedia

    en.wikipedia.org/wiki/Portfolio_optimization

    Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios, according to some objective.The objective typically maximizes factors such as expected return, and minimizes costs like financial risk, resulting in a multi-objective optimization problem.

  7. Jensen's alpha - Wikipedia

    en.wikipedia.org/wiki/Jensen's_alpha

    In finance, Jensen's alpha [1] (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance instead of a market index .