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Showing 1 to 4 of 4 for “"Treynor ratio"”.
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Corporate portfolio management within Japanese diversified trading & investment companies : what role does real estate play?
… and industry average. A firm also needs consideration on how the composition adjustment would affect diversification benefits the firm now enjoys and also on its overall management strategy. Key words: corporate portfolio management, diversification, stakeholder theory, portfolio theory, CAPM, …
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Have the private equity real estate funds out-performed REITs on a risk adjusted basis over time?
… and SBBI. Our study features the use of the Treynor ratio to measure investment performance on a risk-adjusted basis, to provide a rigorous quantitative approach to comparing the total returns of both PERE funds and REITs. Overall, we find that listed REITs slightly outperformed PERE Funds in …
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Performance of Socially Responsible Investment Funds in South Africa
… metrics which were considered were the Sharpe, Treynor and Sortino ratio's as well as the Jensen's alpha measure. These performance metrics were applied to a sample size of 29 funds for the full research period. The findings were that there was a statistically significant difference in …
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The Development Role Played by Targeted Development Investments in South Africa and Their Risk-Adjusted Performance Over a 10-Year Period
… 3 public sector investment institutions or corporations. The analysis on the performance of the private sector TDI funds examined their risk adjusted performance using Treynor, Sharpe, Sortino, and Information ratios. The risk adjusted performance was used to test whether the TDI fund returns …