Portfolio Performance Measurement and Benchmarking, Chapter 4 by Wayne E. Ferson
Average Returns

No critic rating

Waiting for minimum critic reviews

Synopsis

Here is a chapter from  Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
 

About Wayne E. Ferson

See more books from this Author
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. Carino, 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. Carino 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. 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. Carino, 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. Carino 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.
 
Published May 15, 2009 by McGraw-Hill. 11 pages
Genres: Business & Economics. Non-fiction

Rate this book!

Add Review
×