Portfolio Performance Measurement and Benchmarking, Chapter 17 - Contributions to Return

Portfolio Performance Measurement and Benchmarking, Chapter 17 - Contributions to Return PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 8

ISBN-13: 007173323X

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 19 - Linking Attribution Effects

Portfolio Performance Measurement and Benchmarking, Chapter 19 - Linking Attribution Effects PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 28

ISBN-13: 0071733256

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution

Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 18

ISBN-13: 0071733221

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 5 - Returns in the Presence of Cash Flows

Portfolio Performance Measurement and Benchmarking, Chapter 5 - Returns in the Presence of Cash Flows PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 23

ISBN-13: 0071733116

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Investment Performance Measurement

Investment Performance Measurement PDF

Author: Bruce J. Feibel

Publisher: John Wiley & Sons

Published: 2003-04-21

Total Pages: 369

ISBN-13: 0471445630

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Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measurement is a comprehensive guide that covers the subjects of performance and risk calculation, attribution, presentation, and interpretation. This information-packed book covers a wide range of related topics, including calculation of the returns earned by portfolios; measurement of the risks taken to earn these returns; measurement of the risk and return efficiency of the portfolio and other indicators of manager skill; and much more. By reviewing both the concepts of performance measurement and examples of how they are used, readers will gain the insight necessary to understand and evaluate the management of investment funds. Investment Performance Measurement makes extensive use of fully worked examples that supplement formulas and is a perfect companion to professional courses and seminars for analysts. Bruce J. Feibel, CFA, is Product Manager at Eagle Investment Systems, an investment management software provider located in Newton, Massachusetts. He is responsible for overseeing the development of Eagle's investment performance measurement, attribution, and AIMR/GIPS compliance software. Prior to joining Eagle, Mr. Feibel was a principal at State Street Global Advisors. He earned his BS in accounting from the University of Florida.

Portfolio Performance Measurement and Benchmarking, Chapter 6 - Comparing Two Portfolio Returns

Portfolio Performance Measurement and Benchmarking, Chapter 6 - Comparing Two Portfolio Returns PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 14

ISBN-13: 0071733124

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation

Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 14

ISBN-13: 0071733183

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations

Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 14

ISBN-13: 0071733132

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 4 - Average Returns

Portfolio Performance Measurement and Benchmarking, Chapter 4 - Average Returns PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 12

ISBN-13: 0071733108

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

Portfolio Performance Measurement and Benchmarking, Chapter 32 - Determining Investment Style

Portfolio Performance Measurement and Benchmarking, Chapter 32 - Determining Investment Style PDF

Author: Jon A. Christopherson

Publisher: McGraw Hill Professional

Published: 2009-05-15

Total Pages: 32

ISBN-13: 0071733388

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Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.

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