Portfolio Performance Measurement And Benchmarking

Author: Jon A. Christopherson
Editor: McGraw Hill Professional
ISBN: 0071713662
File Size: 72,31 MB
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In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark often leads to bad decisions or inaction, which inevitably results in lost profits. The first book of its kind, Portfolio Performance Measurement and Benchmarking is a complete guide to benchmarks and performace evaluation using benchmarks. In one inclusive volume, readers get foundational coverage on benchmark construction, as well as expert insight into specific benchmarks for asset classes and investment styles. Starting with the basics—such as return calculations and methods of dealing with cash flows—this thorough book covers a wide variety of performance measurement methodologies and evaluation techniques before moving into more technical material that deconstructs both the creation of indexes and the components of a desirable benchmark. Portfolio Performance Measurement and Benchmarking provides detailed coverage of benchmarks for: U.S. equities Global and international equities Fixed income Real estate The team of renowned authors offers illuminating opinions on the philosophy and development of equity indexes, while highlighting numerous mechanical problems inherent in building benchmarks and the implications of each one. Before you make your next investment, be certain your return will be worth the risk with Portfolio Performance Measurement and Benchmarking.
Portfolio Performance Measurement and Benchmarking
Language: en
Pages: 480
Authors: Jon A. Christopherson, David R. Carino, Wayne E. Ferson
Categories: Business & Economics
Type: BOOK - Published: 2009-08-05 - Publisher: McGraw Hill Professional

In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark often leads to bad decisions or inaction, which inevitably results in lost
Portfolio Performance Measurement and Benchmarking, Chapter 19 - Linking Attribution Effects
Language: en
Pages: 27
Authors: Jon A. Christopherson, David R. Carino, Wayne E. Ferson
Categories: Business & Economics
Type: BOOK - Published: 2009-05-15 - Publisher: McGraw Hill Professional

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
Portfolio Performance Measurement and Benchmarking, Chapter 1 - What Is Performance and Benchmarking?
Language: en
Pages: 8
Authors: Jon A. Christopherson, David R. Carino, Wayne E. Ferson
Categories: Business & Economics
Type: BOOK - Published: 2009-05-15 - Publisher: McGraw Hill Professional

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
Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation
Language: en
Pages: 13
Authors: Jon A. Christopherson, David R. Carino, Wayne E. Ferson
Categories: Business & Economics
Type: BOOK - Published: 2009-05-15 - Publisher: McGraw Hill Professional

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
Portfolio Performance Measurement and Benchmarking, Chapter 9 - What Is Risk?
Language: en
Pages: 17
Authors: Jon A. Christopherson, David R. Carino, Wayne E. Ferson
Categories: Business & Economics
Type: BOOK - Published: 2009-05-15 - Publisher: McGraw Hill Professional

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