by College of Commerce and Business Administration, University of Illinois at Urbana-Champaign in [Urbana, Ill.] .
Written in English
Includes bibliographical references (leaves 22-23).
|Statement||Son-Nan Chen and Cheng F. Lee|
|Series||Faculty working papers -- no. 412, Faculty working papers -- no. 412.|
|Contributions||Lee, Cheng F. joint author, University of Illinois at Urbana-Champaign. College of Commerce and Business Administration|
|The Physical Object|
|Pagination||23 leaves :|
|Number of Pages||23|
In our previous study, the empirical relationship between Sharpe measure and its risk proxy was shown to be dependent on the sample size, the investment horizon and market conditions. This important result is generalized in the present study to include Treynor and Jensen performance by: In the absence of the risk variable, the prevention measures variable is something of a proxy for pressure ulcer risk. Those at risk are more likely to develop a pressure ulcer (Bergquist-Beringer et al., ). The finding supports hypothesis three if the mean number of prevention measures in place can be considered a proxy for by: Examines how consistently hospitals perform on pairs of outcome measures. Reports variation in risk-standardized Medicare payments for treatment for selected condition- and procedure-specific episodes of care. Explores how a state’s overall performance on measures relates to their performance for patients with and without social risk factors. Bloomberg Indices offers independent indexes using Bloomberg's world-class data, technology and distribution across our media and desktop properties.
Composite Measure A composite measure is a combination of two or more individual measures in a single measure that results in a single score. Examples Optimal Vascular Care (MN Community Measurement) Percentage of adult patients ages 18 to 75 who have ischemic vascular disease with optimally managed modifiable risk factors. Structural measures such as volume are poor proxies for outcome, especially at high-volume hospitals where most medical patients receive their care. 2 Performance on process measures is weakly associated with mortality for common medical conditions. 3 Furthermore, outcome measures such as risk-standardized mortality rates calculated using CMS. Adult Cardiac Surgery Measures Coronary Artery Bypass Graft (CABG) Composite Score. NQF # NQF Status Endorsed* Date of Endorsement 1/26/ Description This multidimensional performance measure assesses surgical performance based on a combination of 11 NQF-endorsed CABG process and outcomes measures, grouped into four domains: 1. Composite measures combining various types of information about quality were better at forecasting future performance than existing quality indicators, including hospital volume, risk-adjusted mortality, reliability adjusted mortality, and the quality ratings reported by Center for Medicare and Medicaid Services (CMS) on its Hospital Compare.
The Global Investment Performance Standards (“GIPS®”) are a set of voluntary, ethical standards developed by CFA Institute in partnership with other organizations worldwide. The creation of the GIPS standards was spurred by a need for prospective investors to be able to make meaningful comparisons of investment performance across multiple managers, for any given strategy. To test this hypothesis, we proxy for firms’ fundamental performance using the FSCORE measure from Piotroski () and Piotroski and So (), which sums nine binary signals that award higher values for superior levels of, as well as improvements in, firms’ profitability, financial leverage, and operating efficiency relative to the prior. Use SS&C’s powerful performance analysis solutions to calculate rates of return, attribution, composite returns, and ex-post risk measures. Tools for robust investment performance analysis Performance measurement: Calculate portfolio performance down to the security level following a wide variety of methodologies across any asset class or. The primary risk measurement statistic, beta, measures the dispersion of a security's return relative to a particular benchmark or market index, most frequently the U.S. S&P index.A beta.