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  2. Performance attribution - Wikipedia

    en.wikipedia.org/wiki/Performance_attribution

    Attribution analysis attempts to distinguish which of the various different factors affecting portfolio performance is the source of the portfolio's overall performance. Specifically, this method compares the total return of the manager's actual investment holdings with the return for a predetermined benchmark portfolio and decomposes the ...

  3. Penrose method - Wikipedia

    en.wikipedia.org/wiki/Penrose_method

    According to INFUSA, "The square-root method is more than a pragmatic compromise between the extreme methods of world representation unrelated to population size and allocation of national quotas in direct proportion to population size; Penrose showed that in terms of statistical theory the square-root method gives to each voter in the world an ...

  4. 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.

  5. Capital allocation line - Wikipedia

    en.wikipedia.org/wiki/Capital_allocation_line

    An example capital allocation line. As illustrated by the article, the slope dictates the amount of return that comes with a certain level of risk. Capital allocation line (CAL) is a graph created by investors to measure the risk of risky and risk-free assets. The graph displays the return to be made by taking on a certain level of risk.

  6. Returns-based style analysis - Wikipedia

    en.wikipedia.org/wiki/Returns-based_style_analysis

    Returns-based style analysis (RBSA) is a statistical technique used in finance to deconstruct the returns of investment strategies using a variety of explanatory variables. The model results in a strategy's exposures to asset classes or other factors, interpreted as a measure of a fund or portfolio manager's investment style .

  7. File:Asset Allocation.pdf - Wikipedia

    en.wikipedia.org/wiki/File:Asset_Allocation.pdf

    Asset_Allocation.pdf (606 × 377 pixels, file size: 453 KB, MIME type: application/pdf) This is a file from the Wikimedia Commons . Information from its description page there is shown below.

  8. Index fund - Wikipedia

    en.wikipedia.org/wiki/Index_fund

    An index fund (also index tracker) is a mutual fund or exchange-traded fund (ETF) designed to follow certain preset rules so that it can replicate the performance ("track") of a specified basket of underlying investments. [1]

  9. Single-index model - Wikipedia

    en.wikipedia.org/wiki/Single-index_model

    The single-index model (SIM) is a simple asset pricing model to measure both the risk and the return of a stock. The model has been developed by William Sharpe in 1963 and is commonly used in the finance industry.

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