A comparison of the risk-adjusted portfolio performance: The Dartboard versus professionals and major indices.
Excerpt: “The purpose of this paper is to compare the performance of actively managed portfolios to randomly selected and the market portfolios over the past 7-8 years in order to see if the observed switch in popularity of investment strategies was financially sound.” (p.83)
University of New Haven, School of Business
Adrangi, B., Chatrath, A. & Shank, T.M. (2002). A comparison of the risk-adjusted portfolio performance: The Dartboard versus professionals and major indices. American Business Review, 20(1), 82-90.
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