
Indices & rapports statistiques
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Special relationship, indeed | afoe | A Fistful of Euros | Europ
For those of you who find the New Year’s celebrations too noisy and might be looking for an alternative use of your time, there’s lots of, er, fun to be had looking through the data in the latest IMF release of the Coordinated Portfolio Investment Survey (CPIS). This is a survey that the Fund does to assemble data on cross-border holdings of equity and debt securities. Unfortunately, some of the really juicy stuff is missing — don’t look here for data on overseas holdings of sovereign wealth funds or China, or assets held as official reserves. And the new release only covers up to end-2008: financial markets had already fallen a lot, but much of the economic impact of the crisis was still to come.  But for the countries that do provide meaningful data, one learns quite a bit.This programme involves two aspects of research into indices and benchmarks in traditional and alternative investment. The first aspect looks at the quality of indices, the criteria institutions use to select them, and revisits modern portfolio theory to develop innovative approaches to constructing new forms of indices in the traditional and alternative universes. As such, EDHEC-Risk has proposed a proprietary method of style index construction for the alternative universe and launched the first composite hedge fund strategy indices in 2003.
Indexes and Benchmarking / EDHEC Risk Institute
Un article de Wikipédia, l'encyclopédie libre. Pour les articles homonymes, voir Sharpe . Le ratio de Sharpe mesure l'écart de rentabilité d'un portefeuille d' actifs financiers ( actions par exemple) par rapport au taux de rendement d'un placement sans risque (autrement dit la prime de risque , positive ou négative), divisé par un indicateur de risque , l' écart type de la rentabilité de ce portefeuille (autrement dit sa volatilité ). Formellement,
Ratio de Sharpe
Statistics on Patents
WIPO cooperates with intellectual property (IP) offices from around the world to provide its stakeholders with up-to-date IP statistics. Statistical Data The WIPO IP Statistics Data Center is the on-line service enabling access to WIPO’s statistical data. The WIPO Statistical Country Profiles provide IP information for around 190 countries. The zip file provides IP statistics prior to 1980. Statistical PublicationsBaltic Dry Index 1985–2012 The Baltic Dry Index (BDI) is a number issued daily by the London -based Baltic Exchange . Not restricted to Baltic Sea countries, the index provides "an assessment of the price of moving the major raw materials by sea. Taking in 23 shipping routes measured on a timecharter basis, the index covers Handysize , Supramax , Panamax , and Capesize dry bulk carriers carrying a range of commodities including coal , iron ore and grain ." [ 1 ] [ edit ] Historical origin In 1744, the Virginia and Maryland coffee house in Threadneedle Street, London, changed its name to Virginia and Baltick, to more accurately describe the business interests of the merchants who gathered there.

