Portfolio performance measurement and benchmarking [electronic resource] / Jon A. Christopherson, David R. Cari隳, Wayne E. Ferson
- 作者： Christopherson, Jon A
- 其他作者：
- 出版： New York : McGraw-Hill c2009
- 叢書名： McGraw-Hill finance & investing
- 主題： Portfolio management. , Investment analysis. , Benchmarking (Management)
- ISBN： 9780071496650 、 0071496653 、 9780071733076
- URL：
Click for full text (McGrawHill)
- 一般註：Series statement from jacket Includes bibliographical references and index
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讀者標籤：
- 系統號： 005158733 | 機讀編目格式
館藏資訊
In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark often leads to bad decisions or inaction, which inevitably results in lost profits. The first book of its kind, Portfolio Performance Measurement and Benchmarking is a complete guide to benchmarks and performace evaluation using benchmarks. In one inclusive volume, readers get foundational coverage on benchmark construction, as well as expert insight into specific benchmarks for asset classes and investment styles. Starting with the basics—such as return calculations and methods of dealing with cash flows—this thorough book covers a wide variety of performance measurement methodologies and evaluation techniques before moving into more technical material that deconstructs both the creation of indexes and the components of a desirable benchmark. Portfolio Performance Measurement and Benchmarking provides detailed coverage of benchmarks for: U.S. equities Global and international equities Fixed income Real estate The team of renowned authors offers illuminating opinions on the philosophy and development of equity indexes, while highlighting numerous mechanical problems inherent in building benchmarks and the implications of each one. Before you make your next investment, be certain your return will be worth the risk with Portfolio Performance Measurement and Benchmarking.