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DC Field | Value | Language |
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dc.contributor.author | Xanthopoulos, Apostolos | - |
dc.date.accessioned | 2018-06-22T09:21:34Z | - |
dc.date.available | 2018-06-22T09:21:34Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | Xanthopoulos, A. (2014). Financial crisis, intervention and performance measurement. International Journal of Economics & Business Administration, 2(4), 14-35. | en_GB |
dc.identifier.issn | 23817356 | - |
dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/31249 | - |
dc.description.abstract | Aspects of the financial markets that became apparent in the 2008 crisis were exacerbated by the intervention of monetary authorities. Financial markets under stress validate the general concept of Prospect Theory, under certain assumptions about the distributional characteristics of asset returns. This validation points to the need for re-examining performance metrics, such as the Sharpe Ratio and the Information Ratio. This analysis proposes new ratios that accommodate a higher moment of the portfolio return distribution. This alteration is reflected by the qualitative analysis of investment managers, which is performed by the performance evaluation industry, as it pertains to fixed income. | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | Eleftherios Thalassinos | en_GB |
dc.rights | info:eu-repo/semantics/openAccess | en_GB |
dc.subject | Financial institutions -- Law and legislation | en_GB |
dc.subject | Investments | en_GB |
dc.title | Financial crisis, intervention and performance measurement | en_GB |
dc.type | article | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
dc.description.reviewed | peer-reviewed | en_GB |
dc.publication.title | International Journal of Economics & Business Administration | en_GB |
Appears in Collections: | IJEBA, Volume 2, Issue 4 |
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File | Description | Size | Format | |
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Financial_crisis,_intervention_and_performance_measurement_2014.pdf | 611.96 kB | Adobe PDF | View/Open |
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