Investment performance measurement
Subtitle: evaluating and presenting results
By: Philip Lawton, Todd Jankowski.
Contributors: Lawton, Philip; Jankowski, Todd.
Publisher: John Wiley & Sons
Published: 2009
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9780470395028
Subjects: Investment analysis; Investments
Notes: Includes index.
Table of contents: title: Evaluating portfolio performance / Jeffery V. Bailey, Thomas M. Richards and David E. Tierney; title: Benchmarks and investment management / Laurence B. Siegel; title: The importance of index selection / Christopher G. Luck; title: After-tax performance evaluation / James M. Poterba; title: Taxable benchmarks : the complexity increases / Lee N. Price; title: Overcoming cap-weighted bond benchmark deficiencies / William L. Nemerever; title: Yield bogeys / Brent Ambrose and Arthur Warga; title: Jumping on the benchmark bandwagon / Crystal Detamore-Rodman; title: Determinants of portfolio performance / Gary P. Brinson, L. Randolph Hood and Gilbert L. Beebower; title: Determinants of portfolio performance II : an update / Gary P. Brinson, Brian D. Singer, and Gilbert L. Beebower; title: Determinants of portfolio performance-20 years later / L. Randolph Hood; title: Equity portfolio characteristics in performance analysis / Stephen C. Gaudette and Philip Lawton; title: Mutual fund performance : does size matter? / Daniel C. Indro ... [et al.]; title: Multiperiod arithmetic attribution / Jose Menchero.