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...
| Други автори: | Knight, John L., Satchell, S. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Oxford ; Boston :
Butterworth-Heinemann,
2002.
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| Серия: |
Quantitative finance series.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=86075 |
| Подобни документи: |
Print version::
Performance measurement in finance. |
Съдържание:
- 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.