Investment performance measurement : evaluating and presenting results / [edited by] Philip Lawton, Todd Jankowski
Material type:
TextSeries: CFA Institute investment perspectives seriesPublication details: Hoboken, N.J. : John Wiley & Sons, c2009Description: xi, 970 p. : ill. ; 26 cmISBN: - 9780470395028 (cloth)
- 0470395028 (cloth)
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Open Shelf
|
UMPLIB GAMBANG | HG4529 .I57 2009 (Browse shelf(Opens below)) | 1 | Available | 0000046486 |
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 / José Menchero