Universal return and factor timing
The authors highlight the shortcomings of commonly used performance graphs in assessing and comparing investment returns. This paper's main conceptual contribution is the introduction of Universal Return (UR) - a visual method to evaluate and rank investment strategies that challenges the tradi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2024
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/7648 https://ink.library.smu.edu.sg/context/lkcsb_research/article/8647/viewcontent/ssrn_4975565.pdf |
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| Institution: | Singapore Management University |
| Language: | English |
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