Portfolio performance measurement and benchmarking (Record no. 99222)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01813nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0070683389 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 CHR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Christopherson, Jon A.; Carino, David Runge; Ferson, Wayne E. |
| 245 ## - TITLE STATEMENT | |
| Title | Portfolio performance measurement and benchmarking |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Tata McGraw Hill |
| Place of publication, distribution, etc. | New Delhi |
| Date of publication, distribution, etc. | 2009 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 466 P. |
| Other physical details | 23 cm ; HB |
| 500 ## - GENERAL NOTE | |
| General note | Gratis Received from the Publisher |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | What is performance and benchmarking? --<br/>Asset class return expectations --<br/>Returns without cash flows --<br/>Average returns --<br/>Returns in the presence of cash flows --<br/>Comparing two portfolio returns --<br/>Some foundations --<br/>Estimating the elements of the CAPM --<br/>What is risk? --<br/>Risk-adjusted return measures --<br/>Fixed-income risk --<br/>Conditional performance evaluation --<br/>Market timing --<br/>Factor models --<br/>Factors of equity returns in the United States --<br/>Factor model (Barra) performance attribution --<br/>Contributions to return. Performance attribution --<br/>Linking attribution effects --<br/>Benchmarks and knowledge --<br/>Elements of a desirable benchmark --<br/>Index weighting --<br/>Practical issues with building indexes --<br/>Styles, factors, and equity benchmarks --<br/>Equity style indexes: tools for better performance evaluation and plan management --<br/>Russell style index methodology --<br/>U.S. equity benchmarks --<br/>Global and international equity benchmarks --<br/>Fixed-income benchmarks --<br/>Real estate benchmarks --<br/>Hedge fund universes --<br/>Determining investment style --<br/>GIPS: global investments performance standards. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This state-of-the-art guidebook to performance evaluation of managed asset portfolios covers a wide variety of performance measurement methodologies and evaluation techniques. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Portfolio management |
| -- | Bench marking (Management) |
| -- | Investment analysis |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 20/01/2011 | 01.11.2012 | 0.00 | 332.6 CHR | 40863 | 10/05/2013 | 22/06/2019 | Books |