Fellowship & Grant details

Fellowship posted by Italian Ministry of Education, University and Research (29/01/2013 02.50)

Towards a New Performance Measure for Portfolio Managers and Investors

Please note that the job is no longer active!

Performance measures have a central role in finance. Indeed, they are valuable supports for investors, allowing them to ex post compare the rankings of investment portfolios and evaluate the real added value of managers.

Our aim is to propose a new generalized performance measure that is grounded theoretically and consistent with the investor risk profile.

The project will develop in two ways. First, we analyze some of the weaknesses of the traditional performance measures. Secondly, the project aims at defining a new generalized performance measure as an extension of the Mean-variance framework in order to both better characterize the shape of return distributions to be evaluated and the preferences of the investors.

Please note that the full description may be available in the national language since some job boards have their own publication policy. Thank you for your understanding!

Research Fields

Economics - Econometrics

Eligibility criteria

CV and interview

Selection process

CV and interview

Programme Description
Number of awards per year1
Annual budget22946.02
Frequency of callsannuale
International mobility required ?no
Eligible destination country/ies for fellowsItaly
Eligibility of fellows: country/ies of residenceAll
Eligibility of fellows: nationality/iesAll
Website of Fellowship
Fellowship's Details
Career StageEarly stage researcher or 0-4 yrs (Post graduate)
Research ProfilesNot defined
Employment contract with full social securityno
Total amount per fellowship per year19367.00
Covers salaryyes
Covers travel and subsistenceno
Covers research costsno
Maximum duration of fellowship12
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Application deadline


Other fellowship details


Funding organisation / Contacts
Università Ca' Foscari Venezia

Public research
Venezia - Italy