Performance measurement in finance : firms, funds and managers /
Collection : Quantitative finance series Détails physiques : 1 online resource (xvii, 378 pages) : illustrations. ISBN :0585461716 (electronic bk.); 9780585461717 (electronic bk.); 0080497632; 9780080497631; 9780750650267; 0750650265.
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Portfolio management
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Evaluation.
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Investment analysis.
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Investment advisors
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Rating of.
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Investments
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Econometric models.
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BUSINESS & ECONOMICS
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Investments & Securities
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General.
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Electronic books.
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Investimentos.
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Administração de portfólio (avaliação)
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Fundo de investimento (avaliação)
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Electronic books.
Includes bibliographical references and index.
Description based on print version record.
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.
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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