Investment performance measurement: evaluating and presenting results
Lawton, Philip
Jankowski, Todd
The book will consist of an Introduction by the co-editors and a topically arranged selection of monographs published by the CFA Institute Research Foundation; articles that appeared in the Financial Analysts Journal, CFA Magazine, and CFA Institute Conference Proceedings; and two pertinent chapters from a book in Wileys CFA Institute Investment Series. Following the Introduction, the topical sections are an overview of investment performance evaluation; performance measurement, focusing on benchmark construction and selection; performanceattribution analysis (determining the sources of returns); performance appraisal, with particular emphasis on risk-adjusted returns; and performance presentation. Because many of the selections refer to the Global Investment Performance Standards (GIPS), the Standards themselves will be included as an Appendixto the volume.
- ISBN: 978-0-470-39502-8
- Editorial: John Wiley & Sons
- Encuadernacion: Cartoné
- Páginas: 970
- Fecha Publicación: 03/06/2009
- Nº Volúmenes: 1
- Idioma: Inglés