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)
A comparison of the risk-adjusted portfolio performance: The Dartboard versus professionals and major indices.Faculty Publications
PublisherUniversity of New Haven, School of Business
Creative Commons LicenseCreative Commons Attribution-Noncommercial-No Derivative Works 4.0
Citation InformationAdrangi, 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.