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Performance measurement in finance : firms, funds and managers /

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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Knight, John L., Satchell, Stephen, 1949-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford ; Boston : Butterworth-Heinemann, 2002.
Colección:Quantitative finance series.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Performance measurement in finance :  |b firms, funds and managers /  |c edited by John Knight, Stephen Satchell. 
260 |a Oxford ;  |a Boston :  |b Butterworth-Heinemann,  |c 2002. 
300 |a 1 online resource (xvii, 378 pages) :  |b illustrations 
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490 1 |a Quantitative finance series 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
505 0 |a 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. 
520 |a 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 universally accepted. Performance Measurement in Finance addresses this central issue. The topics covered include evaluation of investment fund management, evaluation of the investment fund itself, and stock selection performance. The book also surveys and critiques existing methodologies of performance m. 
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650 0 |a Portfolio management  |x Evaluation. 
650 0 |a Investment analysis. 
650 0 |a Investment advisors  |x Rating of. 
650 0 |a Investments  |x Econometric models. 
650 6 |a Taux de rendement  |x Évaluation. 
650 6 |a Gestion de portefeuille  |x Évaluation. 
650 6 |a Analyse financière. 
650 6 |a Conseillers en placements  |x Évaluation. 
650 6 |a Investissements  |x Modèles économétriques. 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x General.  |2 bisacsh 
650 7 |a Investment analysis.  |2 fast  |0 (OCoLC)fst00978180 
650 7 |a Investments  |x Econometric models.  |2 fast  |0 (OCoLC)fst00978254 
650 7 |a Portfolio management  |x Evaluation.  |2 fast  |0 (OCoLC)fst01072079 
650 7 |a Investimentos.  |2 larpcal 
650 7 |a Administração de portfólio (avaliação)  |2 larpcal 
650 7 |a Fundo de investimento (avaliação)  |2 larpcal 
700 1 |a Knight, John L. 
700 1 |a Satchell, Stephen,  |d 1949- 
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