Benchmarks and Attribution Analysis

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Business & Economics - Mathematical Economics
Benchmarks and Attribution Analysis

Benchmarks and Attribution Analysis

Christopher G. Luck, Thomas M. Richards, Kevin Terhaar, Jeffrey V. Bailey, Wayne A. Kozun, Lee N. Price

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Investment performance, whether of portfolios or individual managers, cannot be evaluated without a performance yardstick (i.e., a benchmark); however, selecting the wrong benchmark can be as damaging as poor portfolio management. The authors in this proceedings discuss what constitutes an appropriate benchmark, how to select appropriate benchmarks, and how to conduct attribution analysis, looking at both risk and return.

카테고리:

Business & Economics - Mathematical Economics

년:

2001

출판사:

AIMR (CFA Institute)

언어:

english

페이지:

ISBN 10:

0935015647

파일: