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