Hot answers tagged performance-evaluation
Accurate performance reporting is an important subject. The amount and timing of monies in an account is just one of the aspects affecting the performance. Others include taxes, fees, day count convention and benchmark construction. One of the frameworks often referenced for that matter are the Globale Investment Performance Standards (GIPS). The standards ...
I believe there are several questions being asked. Since there are several behavioural patters that could be measured I suggest to first identify which is of most interest. See Hersh for a good summary of patterns. For most behavioural patterns that I can think of you would need transaction data.
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