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An output approach to property portfolio performance measurement

✍ Scribed by Price, Ilfryn; Clark, Elizabeth


Book ID
120472973
Publisher
Emerald Group Publishing Limited
Year
2009
Tongue
English
Weight
307 KB
Volume
27
Category
Article
ISSN
0263-7472

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In finance, portfolio performance assessment is an important area of research. The two popular indices of performance are the Jensen's alpha and the Sharpe index. However there are a number of shortcomings of the above measures that have been highlighted in the literature. We propose a new measure o