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Portfolio Performance Measurement and Benchmarking

Publication Date June 2009
Publisher McGraw-Hill Professional
Product Type Book
Pages 480
ISBN Number not applicable
Product Code MGH00065
Buy this product or for assistance call +44 20 7060 7474

Summary

The first comprehensive guide to performance assessment and equity benchmark construction for your portfolio

Portfolio Performance Measurement and Benchmarking helps institutional investors create a smart system for accurate perform

Content

  • I: Measuring performance
  • II: Measuring risk
  • III: Portfolio return and risk
  • IV: Performace attribution
  • V: Benchmarking performance
  • VI: Determining investment style with effective mix
  • VII: CFA Institute standards for perfor