Investment performance measurement : evaluating and presenting results /
Investment performance measurement : evaluating and presenting results / [book]
Philip Lawton, Todd Jankowski
- Hoboken, N.J. : John Wiley & Sons, c2009.
- xi, 970 p. : ill.
- CFA Institute investment perspectives series .
- CFA Institute investment perspectives series. .
Includes bibliographical references and index
Evaluating portfolio performance / Jeffery V. Bailey, Thomas M. Richards, and David E. Tierney -- Benchmarks and investment management / Laurence B. Siegel -- The importance of index selection / Christopher G. Luck -- After-tax performance evaluation / James M. Poterba -- Taxable benchmarks : the complexity increases / Lee N. Price -- Overcoming cap-weighted bond benchmark deficiencies / William L. Nemerever -- Yield bogeys / Brent Ambrose and Arthur Warga -- Jumping on the benchmark bandwagon / Crystal Detamore-Rodman -- Determinants of portfolio performance / Gary P. Brinson, L. Randolph Hood, and Gilbert L. Beebower -- Determinants of portfolio performance II : an update / Gary P. Brinson, Brian D. Singer, and Gilbert L. Beebower -- Determinants of portfolio performance-20 years later / L. Randolph Hood -- Equity portfolio characteristics in performance analysis / Stephen C. Gaudette and Philip Lawton -- Mutual fund performance : does size matter? / Daniel C. Indro ... [et al.] -- Multiperiod arithmetic attribution / JosMenchero
9780470395028 (cloth) 0470395028 (cloth)
Investment analysis
Investments
HG4529 / .I57 2009
Includes bibliographical references and index
Evaluating portfolio performance / Jeffery V. Bailey, Thomas M. Richards, and David E. Tierney -- Benchmarks and investment management / Laurence B. Siegel -- The importance of index selection / Christopher G. Luck -- After-tax performance evaluation / James M. Poterba -- Taxable benchmarks : the complexity increases / Lee N. Price -- Overcoming cap-weighted bond benchmark deficiencies / William L. Nemerever -- Yield bogeys / Brent Ambrose and Arthur Warga -- Jumping on the benchmark bandwagon / Crystal Detamore-Rodman -- Determinants of portfolio performance / Gary P. Brinson, L. Randolph Hood, and Gilbert L. Beebower -- Determinants of portfolio performance II : an update / Gary P. Brinson, Brian D. Singer, and Gilbert L. Beebower -- Determinants of portfolio performance-20 years later / L. Randolph Hood -- Equity portfolio characteristics in performance analysis / Stephen C. Gaudette and Philip Lawton -- Mutual fund performance : does size matter? / Daniel C. Indro ... [et al.] -- Multiperiod arithmetic attribution / JosMenchero
9780470395028 (cloth) 0470395028 (cloth)
Investment analysis
Investments
HG4529 / .I57 2009