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Performance measurement in finance : firms, funds and managers /

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The distinction between out-performance of an Investment fund or plan manager vs rewards for taking risks is at the heart of all discussions on Investment fund performance measurement of fund managers. This issue is not always well-understood and the notion of risk adjusting performance is not unive...

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Bibliographic Details
Corporate Author: ScienceDirect (Online service)
Other Authors: Knight, John L., Satchell, Stephen, 1949-
Format: eBook
Language:English
Published: Oxford ; Boston : Butterworth-Heinemann, 2002.
Series:Quantitative finance series.
Subjects:
Rate of return > Evaluation.
Portfolio management > Evaluation.
Investment analysis.
Investment advisors > Rating of.
Investments > Econometric models.
Taux de rendement > Évaluation.
Gestion de portefeuille > Évaluation.
Analyse financière.
Conseillers en placements > Évaluation.
Investissements > Modèles économétriques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Investment analysis
Investments > Econometric models
Portfolio management > Evaluation
Investimentos.
Administração de portfólio (avaliação)
Fundo de investimento (avaliação)
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Front Cover; Performance Measurement in Finance; Copyright Page; Contents; Preface; List of contributors; Chapter 1. The financial economics of performance measurement; Chapter 2. Performance evaluation: an econometric survey; Chapter 3. Distribution of returns generated by stochastic exposure: an application to VaR calculation in the futures markets; Chapter 4. A dynamic trading approach to performance evaluation; Chapter 5. Performance benchmarks for institutional investors: measuring, monitoring and modifying investment behaviour.