---
title: Performance analysis
url: https://www.ml-quant.com/papers/repec/wsi-wschap-9789811272578-0011/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:wschap:9789811272578_0011
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811272578_0011%3Bh%3Drepec%3Awsi%3Awschap%3A9789811272578_0011
featured: 2023-12-13
citations: unknown
topic: Portfolio & Allocation
---


# Performance analysis

The chapter reviews the performance analysis of global bond portfolios, stressing the need for precise return calculations and adherence to the Global Investment Performance Standards for presenting performance results.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811272578_0011%3Bh%3Drepec%3Awsi%3Awschap%3A9789811272578_0011
- Identifier: RePEc:wsi:wschap:9789811272578_0011
- Released: 2023-12-13
- First featured: Quant Letter No. 29 (2023-12-13): https://www.ml-quant.com/issues/2023-12-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

## Related

- [Portfolio Optimization Model for Supporting Venture Capital Decision-Making](https://www.ml-quant.com/papers/ssrn/4660000/): The article introduces a model for improving venture capital investment portfolios, taking into account high risk and uncertain future values, using bootstrapping and mixed-integer linear programming.
- [Partial Information in a Mean‐Variance Portfolio Selection Game](https://www.ml-quant.com/papers/arxiv/2312.04045/): The article investigates how limited information affects investors' wealth and systemic risk, using a model where investors adjust their strategies based on their wealth compared to others.
- [Active ETFs Cloned from Mutual Funds: Competing for Investor Flows](https://www.ml-quant.com/papers/ssrn/4653702/): The research indicates that less transparent active ETFs do not affect mutual fund investor flows, instead, the reputation of the cloned mutual funds helps the new ETFs attract more flows.
- [Sparse Portfolio Optimization via a Novel Fractional Regularization](https://www.ml-quant.com/papers/ssrn/4666990/): The paper introduces a new L1L2 regularized sparse portfolio optimization model using the ADMM method, and discusses an extension of the model to include a more general L1Lq regularization.
- [Outperforming Equal Weighting](https://www.ml-quant.com/papers/ssrn/4669267/): The article suggests that an equally-weighted stock portfolio can be improved by avoiding negative exposure to certain factor anomalies, while keeping the portfolio construction process simple.
- [A return-diversification approach to portfolio selection](https://www.ml-quant.com/papers/arxiv/2312.09707/): The article suggests a dual-objective model for portfolio selection that optimizes both diversification and expected return, outperforming strategies focused only on diversification or risk-return.