000			01813nam a2200169Ia 4500
020			_a978-0070683389
082			_a332.6 CHR
100			_aChristopherson, Jon A.; Carino, David Runge; Ferson, Wayne E.
245			_a Portfolio performance measurement and benchmarking
260			_bTata McGraw Hill _aNew Delhi _c2009
300			_axii, 466 P. _b23 cm ; HB
500			_aGratis Received from the Publisher
505			_aWhat 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.
520			_aThis state-of-the-art guidebook to performance evaluation of managed asset portfolios covers a wide variety of performance measurement methodologies and evaluation techniques.
650			_aPortfolio management _aBench marking (Management) _aInvestment analysis
942			_cBK
999			_c99222 _d99222