Simulation of risk-adjusted performance measurement models
| Order ID |
53563633773 |
| Type |
Essay |
| Writer Level |
Masters |
| Style |
APA |
| Sources/References |
4 |
| Perfect Number of Pages to Order |
5-10 Pages |
Description/Paper Instructions
Simulation of risk-adjusted performance measurement models
Risk-adjusted performance measurement is a method of evaluating the performance of an investment or portfolio by taking into account the amount of risk that was taken to achieve the return. This is in contrast to traditional performance measurement methods, which only consider the return on investment.
There are a number of different risk-adjusted performance measurement models, but some of the most common include:
Sharpe ratio: The Sharpe ratio is a measure of the excess return of an investment over the risk-free rate, per unit of standard deviation.
Treynor ratio: The Treynor ratio is similar to the Sharpe ratio, but it uses beta as a measure of risk instead of standard deviation.
Jensen’s alpha: Jensen’s alpha is a measure of the excess return of an investment over the return that would be expected given the investment’s beta.
How can simulation be used to improve risk-adjusted performance measurement?
Simulation can be used to improve risk-adjusted performance measurement in a number of ways. First, simulation can be used to generate realistic scenarios of future market conditions. This can help to ensure that the risk-adjusted performance measures are not overly sensitive to changes in market conditions.
Second, simulation can be used to test the robustness of risk-adjusted performance measures. This can be done by simulating a number of different scenarios and seeing how the risk-adjusted performance measures vary under different conditions.
Third, simulation can be used to identify the factors that have the most significant impact on risk-adjusted performance. This information can then be used to make adjustments to the investment portfolio in order to improve its risk-adjusted performance.
How to simulate risk-adjusted performance measurement models
There are a number of different software packages that can be used to simulate risk-adjusted performance measurement models. Some of the most popular packages include:
@Risk: @Risk is a software package developed by Palisade Corporation. It is a powerful tool that can be used to simulate a wide variety of financial models.
Crystal Ball: Crystal Ball is a software package developed by Oracle Corporation. It is a user-friendly tool that is well-suited for simulating risk-adjusted performance measurement models.
Monte Carlo Simulation: Monte Carlo Simulation is a free software package that can be used to simulate a variety of financial models.
Conclusion
Simulation can be a valuable tool for improving risk-adjusted performance measurement. By using simulation, investors can generate realistic scenarios of future market conditions, test the robustness of risk-adjusted performance measures, and identify the factors that have the most significant impact on risk-adjusted performance.
In addition to the software packages mentioned above, there are a number of other resources that can be used to learn more about simulation of risk-adjusted performance measurement models. Some of these resources include:
The Handbook of Financial Risk Management: This book by Robert L. McDonald provides a comprehensive overview of risk management, including simulation of risk-adjusted performance measurement models.
The Journal of Risk Management: This journal publishes articles on a wide variety of risk management topics, including simulation of risk-adjusted performance measurement models.
The Risk Management Society: This organization provides a variety of resources on risk management, including webinars and white papers on simulation of risk-adjusted performance measurement models.
Simulation of risk-adjusted performance measurement models
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| Content (worth a maximum of 50% of the total points) |
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30 points out of 50: The essay illustrates a rudimentary understanding of the relevant material by mentioning but not full explaining the relevant content; identifying some of the key concepts/ideas though failing to fully or accurately explain many of them; using terminology, though sometimes inaccurately or inappropriately; and/or incorporating some key claims/points but failing to explain the reasoning behind them or doing so inaccurately. Elements of the required response may also be lacking. |
40 points out of 50: The essay illustrates solid understanding of the relevant material by correctly addressing most of the relevant content; identifying and explaining most of the key concepts/ideas; using correct terminology; explaining the reasoning behind most of the key points/claims; and/or where necessary or useful, substantiating some points with accurate examples. The answer is complete. |
50 points: The essay illustrates exemplary understanding of the relevant material by thoroughly and correctly addressing the relevant content; identifying and explaining all of the key concepts/ideas; using correct terminology explaining the reasoning behind key points/claims and substantiating, as necessary/useful, points with several accurate and illuminating examples. No aspects of the required answer are missing. |
| Use of Sources (worth a maximum of 20% of the total points). |
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10 out 20 points: References to scholarly sources are occasionally given; many statements seem unsubstantiated. Frequent errors in APA 6th Edition format, leaving the reader confused about the source of the information. There are significant errors of the formation in the references and citations. And/or there is a significant use of highly questionable sources. |
15 out 20 points: Credible Scholarly sources are used effectively support claims and are, for the most part, clear and fairly represented. APA 6th Edition is used with only a few minor errors. There are minor errors in reference and/or citations. And/or there is some use of questionable sources. |
20 points: Credible scholarly sources are used to give compelling evidence to support claims and are clearly and fairly represented. APA 6th Edition format is used accurately and consistently. The student uses above the maximum required references in the development of the assignment. |
| Grammar (worth maximum of 20% of total points) |
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10 points: Student provides a high-caliber, formatted paper. This includes an APA 6th edition cover page, abstract, page number, headers and is double spaced in 12’ Times Roman Font. Additionally, the paper conforms to the specific number of required written pages and neither goes over or under the specified length of the paper. |
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