Portfolio performance measurement and benchmarking

By:

Christopherson, Jon A.; Carino, David Runge; Ferson, Wayne E

Material type: Text

TextPublication details: Tata McGraw Hill New Delhi 2009Description: xii, 466 P. 23 cm ; HBISBN:

978-0070683389

Subject(s):

Portfolio management Bench marking (Management) Investment analysis

DDC classification:

332.6 CHR

Contents:

What is performance and benchmarking? -- Asset class return expectations -- Returns without cash flows -- Average returns -- Returns in the presence of cash flows -- Comparing two portfolio returns -- Some foundations -- Estimating the elements of the CAPM -- What is risk? -- Risk-adjusted return measures -- Fixed-income risk -- Conditional performance evaluation -- Market timing -- Factor models -- Factors of equity returns in the United States -- Factor model (Barra) performance attribution -- Contributions to return. Performance attribution -- Linking attribution effects -- Benchmarks and knowledge -- Elements of a desirable benchmark -- Index weighting -- Practical issues with building indexes -- Styles, factors, and equity benchmarks -- Equity style indexes: tools for better performance evaluation and plan management -- Russell style index methodology -- U.S. equity benchmarks -- Global and international equity benchmarks -- Fixed-income benchmarks -- Real estate benchmarks -- Hedge fund universes -- Determining investment style -- GIPS: global investments performance standards.

Summary: This state-of-the-art guidebook to performance evaluation of managed asset portfolios covers a wide variety of performance measurement methodologies and evaluation techniques.

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.6 CHR (Browse shelf(Opens below))	Available		40863

Browsing H.T. Parekh Library shelves, Collection: GSB Collection Close shelf browser (Hides shelf browser)

Previous			No cover image available		No cover image available			Next
Previous	332.6 CHA Corporate Valuation: Text and Cases / Prasanna Chandra	332.6 CHE Fundamentals of investments	332.6 CHO Investment analysis and management	332.6 CHR Portfolio performance measurement and benchmarking	332.6 COA Investment Strategy ' 78	332.6 COC Asset pricing	332.6 COC Asset pricing	Next

Gratis Received from the Publisher

What is performance and benchmarking? --
Asset class return expectations --
Returns without cash flows --
Average returns --
Returns in the presence of cash flows --
Comparing two portfolio returns --
Some foundations --
Estimating the elements of the CAPM --
What is risk? --
Risk-adjusted return measures --
Fixed-income risk --
Conditional performance evaluation --
Market timing --
Factor models --
Factors of equity returns in the United States --
Factor model (Barra) performance attribution --
Contributions to return. Performance attribution --
Linking attribution effects --
Benchmarks and knowledge --
Elements of a desirable benchmark --
Index weighting --
Practical issues with building indexes --
Styles, factors, and equity benchmarks --
Equity style indexes: tools for better performance evaluation and plan management --
Russell style index methodology --
U.S. equity benchmarks --
Global and international equity benchmarks --
Fixed-income benchmarks --
Real estate benchmarks --
Hedge fund universes --
Determining investment style --
GIPS: global investments performance standards.

This state-of-the-art guidebook to performance evaluation of managed asset portfolios covers a wide variety of performance measurement methodologies and evaluation techniques.

There are no comments on this title.

to post a comment.