期刊名称：Independent Journal of Management and Production
印刷版ISSN：2236-269Х
出版年度：2013
卷号：4
期号：1
页码：18
语种：English
出版社：Independent
摘要：The investor of today is more rigorous on monitoring a financial assets portfolio. He no longer thinks only in terms of the expected return (one dimension), but in terms of risk-return (two dimensions). Thus new perception is more complex, since the risk measurement can vary according to anyone’s perception; some use the standard deviation for that, others disagree with this measure by proposing others. In addition to this difficulty, there is the problem of how to consider these two dimensions. The objective of this essay is to study the main performance indexes through an empirical study in order to verify the differences and similarities for some of the selected assets. One performance index proposed in Caldeira (2005) shall be included in this analysis.
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