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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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:
Rate of return > Evaluation.
Portfolio management > Evaluation.
Investment analysis.
Investment advisors > Rating of.
Investments > Econometric models.
Taux de rendement > �Evaluation.
Gestion de portefeuille > �Evaluation.
Analyse financi�ere.
Conseillers en placements > �Evaluation.
Investissements > Mod�eles �econom�etriques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Investment analysis
Investments > Econometric models
Portfolio management > Evaluation
Investimentos.
Administra�c�ao de portf�olio (avalia�c�ao)
Fundo de investimento (avalia�c�ao)
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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