| Portfolio Performance Measurement and Benchmarking Contributor(s): Christopherson, Jon A. (Author), Carino, David R. (Author), Ferson, Wayne E. (Author) |
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ISBN: 0071496653 ISBN-13: 9780071496650 Publisher: McGraw-Hill Companies OUR PRICE: $114.00 Product Type: Hardcover - Other Formats Published: June 2009 Annotation: The first comprehensive guide to equitybenchmark construction for your portfolioThe failure to choose the right investing performancebenchmarks often leads to bad decisions or inactionand, inevitably, lost profits. "Portfolio PerformanceMeasurement and Benchmarking" helps high-net-worthand institutional investors create a system they can useto accurately measure their performance. The authors highlight common mechanical problemsinvolved in building benchmarks and clearly illustratethe resulting fallouts. They provide a foundation forbenchmark construction and discuss methods for alldifferent asset classes and investment styles. |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - General - Business & Economics | Personal Finance - Investing |
| Dewey: 332.6 |
| Series: McGraw-Hill Finance & Investing |
| Physical Information: 1.51" H x 6.3" W x 9.3" (1.78 lbs) 480 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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:
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. |
Contributor Bio(s): Ferson, Wayne E.: - Wayne E. Ferson, Ph.D., holds the Ivadelle and Theodore Johnson Chair in Banking and Finance at the USC Marshall School of Business and is the former John L. Collins Chair in Finance at the Carroll School of Management at Boston College. He is widely known in academic circles, has been published in the best academic journals, and has served on several prestigious editorial boards.Christopherson, Jon A.: - Jon A. Christopherson, Ph.D., is a research fellow for Russell Investments, where he has a solid record of intellectual innovation. He has been a member of the editorial advisory boards of The Journal of Portfolio Management and The Journal of Investment Consulting. David R. Cariño, Ph.D., is a research fellow for Russell Investments. He was the architect of the Russell-Yasuda Kasai model, which received a Franz Edelman Award by The Institute for Operations Research and the Management Sciences. Cariño serves on the advisory board of The Journal of Performance Measurement. Wayne E. Ferson, Ph.D., holds the Ivadelle and Theodore Johnson Chair in Banking and Finance at the USC Marshall School of Business and is the former John L. Collins Chair in Finance at the Carroll School of Management at Boston College. He is widely known in academic circles, has been published in the best academic journals, and has served on several prestigious editorial boards.Carino, David R.: - David R. Cariño, Ph.D., is a research fellow for Russell Investments. He was the architect of the Russell-Yasuda Kasai model, which received a Franz Edelman Award by The Institute for Operations Research and the Management Sciences. Cariño serves on the advisory board of The Journal of Performance Measurement. |