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Convex risk measure. Entropic risk measure. Coherent risk measure. Discounted maximum loss. Expected shortfall. Superhedging price. Spectral risk measure. Deviation risk measure. Standard deviation or Variance.
Index funds, including mutual funds and exchange-traded funds (ETF) can replicate, before fees and expenses, the performance of the index by holding the same stocks as the index in the same proportions. An ETF that replicates the performance of the index is issued by State Street Corporation (NYSE Arca: DIA). [34]
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. The active return is the component of a portfolio's ...
The NASDAQ spiked during the dot-com bubble in the late 1990s, a result of the large number of technology companies on that index. In finance, a stock index, or stock market index, is an index that measures the performance of a stock market, or of a subset of a stock market. It helps investors compare current stock price levels with past prices ...
DuPont analysis (also known as the DuPont identity, DuPont equation, DuPont framework, DuPont model, DuPont method or DuPont system) is a tool used in financial analysis, where return on equity (ROE) is separated into its component parts. Useful in several contexts, this "decomposition" of ROE allows financial managers to focus on the key ...
Asset allocation. Asset allocation is the implementation of an investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investor's risk tolerance, goals and investment time frame. [1] The focus is on the characteristics of the overall portfolio.
If one view is wrong, it will generate a loss, but the effect of the other bets may compensate. The overall performance will then be the sum of the performance contributions from each source of risk. Attribution is therefore an extremely useful tool in verifying a fund manager's claims to possessing particular investment skills.
A month later, Visa collaborated with HSBC Bank to develop Zing International Money App, which allows members to hold funds in 10 different currencies and send money in over 30 countries while ...