If you’re interested in a comprehensive review of fund performance metrics and visualizations using R check this pdf draft on how to use PerformanceAnalytics package. Have fun.
Rodolfo Vanzini
Making sense of economics
Blog Archives
MS Global Investment Committee on Nov. 18th
Morgan Stanley’s Global Investment Committee strategy looks rather positively at European stocks, check this out on Global Investment Committee, and think back on when you last went through your tactical vs. strategic asset allocation choice.
Are top “growers” top “performers”?
Life is hard when it comes to forecast future returns. How much expected earnings growth accounts for relative performance? Based on data by Factset about Stoxx 600 securities as of November 30, 2013, picking the top 115 12-month performers vs. the index and comparing them with the top 115 securities in
Posted in Economics
Tags: Asset allocation, Borsa, Economics, fund managers, ggplot2, Investimenti, Stock markets
Tags: Asset allocation, Borsa, Economics, fund managers, ggplot2, Investimenti, Stock markets
Fund managers and excess return
Investment managers like to boast they can “beat” the market they invest on before adding the term “beat” has to be considered on a risk-adjusted basis.
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Rodolfo Vanzini
@RodolfoVanzini
- Cosa sappiamo degli analisti finanziari? Sì, anche i decorati al valor finanziario con sigla riservata (CFA, per ch… https://t.co/muxTsYLcvB
about 7 days ago - Robert Lucas era un gigante della macroeconomia, così lo ricordano quelli della redazione dell'Economist. Certo è c… https://t.co/aWVRScUeL1
about 2 weeks ago
