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Document Type: | Book |
---|---|
All Authors / Contributors: |
Bruce J Feibel |
ISBN: | 0471268496 9780471268499 |
OCLC Number: | 441619880 |
Description: | XIII, 353 str. : ilustr. ; 24 cm. |
Contents: | Preface ; Acknowledgments ; 1: Investment Performance Measurement ; I: RETURN MEASUREMENT ; 2: Single Period Return ; 3: Money-Weighted Return ; 4: Time-Weighted Return ; 5: Multiperiod Return ; 6: Adjusting Returns for Impact of Fees, Taxes, and Currency ; 7: Measuring Relative Return ; II: RISK MEASUREMENT ; 8: Risk; 9: Absolute Risk ; 10: Downside Risk ; 11: Relative Risk ; III: MEASURING RISK-ADJUSTED PERFORMANCE ; 12: Absolute Risk-Adjusted Return ; 13: Downside and Relative Risk-Adjusted Return ; 14: Assessing Skill ; IV: PERFORMANCE ATTRIBUTION ; 15: Security and Segment Returns ; 16: Effective Exposure Basis Returns ; 17: Contribution Analysis ; 18: Attributing Value Added to Management Decisions ; 19: Strategy-Specific Return Decomposition ;V: PERFORMANCE PRESENTATION ; 20: AIMR- and GIPS-Compliant Performance Presentations ; Appendix: The AIMR Performance Presentation Standards ; Index. |
Series Title: | Frank J. Fabozzi series. |
Responsibility: | Bruce J. Feibel. |
Abstract:
Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measurement is a comprehensive guide that covers the subjects of performance and risk calculation, attribution, presentation, and interpretation.
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Related Subjects:(4)
- Investment analysis.
- Investments.
- finance -- investicije -- programi -- efektivnost -- meritve -- portfolio -- management -- donosnost kapitala -- tveganje -- dodana vrednost -- analiza
- finance -- investments -- programmes -- efficiency -- measurements -- portfolio -- management -- return on equity -- risk -- value added -- analysis