Kütüphane & Araştırma

DERECELENDİRME KONUSUNDA BAZI ÖNEMLİ KAYNAKLAR

 

  • Bacon, C.R., Practical Portfolio Performance Measurement and Attribution, Second Edition, John Wiley and Sons, Ltd., 2008, England.
  • Sharpe, W.F., “Determining a Fund’s Effective Asset Mix”, Investment Management View, December 1988, Vol:2, pp.59-69.
  • Sharpe, W.F., “Asset Allocation: Management Style and Performance Measurement”, Journal of Portfolio Management, Winter 1992, pp. 7-19.
  • Amenc, N., Le Sourd, V., “Rating the Ratings”, Edhec Risk and Asset Management Research Center, 2007.
  • Amenc, N., et al. “An Integrated Framework for Style Analysis and Performance Measurement”, Edhec Risk and Asset Management Research Center, February 2002.
  • Le Sourd, V., “Performance Measurement for Traditional Investment, Literature Survey”, Edhec Business School, 2007.
  • Dor, A.B., and Jagannathan, R., “Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis”, Working Paper 9111, NBER, August 2002.
  • Teker, S.vd. “Yatırım Fonlarının Risk Odaklı Performans Değerlemesi”, Doğuş Üniversitesi Dergisi, 9 (1), 2008.