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A Risk-Adjusted Model for Peformance Measurement

In: The Economics of the Global Stock Exchange Industry

Author

Listed:
  • Josanco Floreani

    (University of Udine)

  • Maurizio Polato

    (University of Udine)

Abstract

This chapter outlines the foundations of a risk-adjusted performance (RAP) measure for calibrating performance in the exchange industry. As previously noted, it has only been with the demutualization and listing of securities exchanges that the emerging firm view has elicited renewed attention with regard to performance measurement in the industry. However, both academic researchers and industry practitioners have so far only focused on standard measures of operative performances such as return on equity (or the return on tangible equity) or the return on assets (ROE and ROA, respectively).

Suggested Citation

  • Josanco Floreani & Maurizio Polato, 2014. "A Risk-Adjusted Model for Peformance Measurement," Palgrave Macmillan Studies in Banking and Financial Institutions, in: The Economics of the Global Stock Exchange Industry, chapter 6, pages 164-197, Palgrave Macmillan.
    • Handle: RePEc:pal:pmschp:978-1-137-32183-1_6
    DOI: 10.1057/9781137321831_6
    as

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