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Measurement and Disclosure of Value at Risk for Mutual Fund Portfolios
Finance & Accounting
Pages 40 (10040 words)
In sample, testing has suggested that the regressions pertaining to volatility estimation on results giving attractive outcomes in terms of the downbeat relationships amongst mutual fund returns and unexpected volatility…
Investors have a natural interest in how well particular investments have done. This is true whether the investor manages his or her own portfolio or has money managed by a professional. Concern with investment performance motivates the topic of performance evaluation. In general, terms, performance evaluation focuses on assessing how well a money manager achieves high returns balanced with acceptable risks. The standard example is an evaluation of investment performance achieved by the manager of a mutual fund. Such a performance evaluation is more than an academic exercise, because its purpose is to help investors decide whether they would entrust investment funds with the manager. Our goal here is to introduce you to the primary tools used to make this assessment.
The securities making up the Fund's portfolio are of the trading in such stocks, bonds, and treasury bills. The investor’s has no right to claim ownership of securities of certain inside the wallet, but is right only in the share in the portfolio as a whole gets in corresponding to the document function to it. The following defines in simplified nature of investment funds, and why have arisen and benefits of investment. The controls and the principle of disclosure under which the need to disclose the lists and financial reports for all data and accounting information necessary to give the reader an accurate picture, clear and reflect the reality of business results and financial position of the units of accounting. ...
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