Abstract
The broad set of 38 global capital market assets examined here includes U.S. and international stocks and bonds, real estate, commodities, and a composite index of global stocks and bonds. Relationships between returns and risk reported are consistent with theoretical expectations. The risk-adjusted performance measures indicate a wide range of performance for alternative assets. Rankings of alternative assets, though, depend on the specific risk-adjusted performance measure used.
- © 2004 Pageant Media Ltd
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