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

Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution
Author :
Publisher : McGraw Hill Professional
Total Pages : 18
Release :
ISBN-10 : 9780071733229
ISBN-13 : 0071733221
Rating : 4/5 (29 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution by : Jon A. Christopherson

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 18 - Performance Attribution

Portfolio Performance Measurement and Benchmarking, Chapter 18 - Performance Attribution
Author :
Publisher : McGraw Hill Professional
Total Pages : 17
Release :
ISBN-10 : 9780071733243
ISBN-13 : 0071733248
Rating : 4/5 (43 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 18 - Performance Attribution by : Jon A. Christopherson

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

Portfolio Performance Measurement and Benchmarking
Author :
Publisher : McGraw Hill Professional
Total Pages : 482
Release :
ISBN-10 : 9780071713665
ISBN-13 : 0071713662
Rating : 4/5 (65 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking by : Jon A. Christopherson

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 Meaurement and Benchmarking: Fixed-Income Risk

Portfolio Performance Meaurement and Benchmarking: Fixed-Income Risk
Author :
Publisher : McGraw Hill Professional
Total Pages : 16
Release :
ISBN-10 : 9780071733168
ISBN-13 : 0071733167
Rating : 4/5 (68 Downloads)

Synopsis Portfolio Performance Meaurement and Benchmarking: Fixed-Income Risk by : Jon A. Christopherson

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 14 - Factor Models

Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models
Author :
Publisher : McGraw Hill Professional
Total Pages : 13
Release :
ISBN-10 : 9780071733205
ISBN-13 : 0071733205
Rating : 4/5 (05 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models by : Jon A. Christopherson

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 15 - Factors of Equity Returns in the United States

Portfolio Performance Measurement and Benchmarking, Chapter 15 - Factors of Equity Returns in the United States
Author :
Publisher : McGraw Hill Professional
Total Pages : 12
Release :
ISBN-10 : 9780071733212
ISBN-13 : 0071733213
Rating : 4/5 (12 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 15 - Factors of Equity Returns in the United States by : Jon A. Christopherson

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
Author :
Publisher : McGraw Hill Professional
Total Pages : 14
Release :
ISBN-10 : 9780071733182
ISBN-13 : 0071733183
Rating : 4/5 (82 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation by : Jon A. Christopherson

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 24 - Styles, Factors, and Equity Benchmarks

Portfolio Performance Measurement and Benchmarking, Chapter 24 - Styles, Factors, and Equity Benchmarks
Author :
Publisher : McGraw Hill Professional
Total Pages : 21
Release :
ISBN-10 : 9780071733304
ISBN-13 : 0071733302
Rating : 4/5 (04 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 24 - Styles, Factors, and Equity Benchmarks by : Jon A. Christopherson

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 Attribution

Investment Performance Attribution
Author :
Publisher : McGraw Hill Professional
Total Pages : 280
Release :
ISBN-10 : 0071408851
ISBN-13 : 9780071408851
Rating : 4/5 (51 Downloads)

Synopsis Investment Performance Attribution by : David Spaulding

Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.

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

Portfolio Performance Measurement and Benchmarking, Chapter 32 - Determining Investment Style
Author :
Publisher : McGraw Hill Professional
Total Pages : 32
Release :
ISBN-10 : 9780071733380
ISBN-13 : 0071733388
Rating : 4/5 (80 Downloads)

Synopsis Portfolio Performance Measurement and Benchmarking, Chapter 32 - Determining Investment Style by : Jon A. Christopherson

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.