Asia Pacific University Library catalogue


Investment performance measurement : evaluating and presenting results / Philip Lawton, Todd Jankowski.

Contributor(s): Lawton, Philip (John Philip) | Jankowski, ToddMaterial type: TextTextSeries: CFA Institute investment perspectives seriesPublication details: Hoboken, N.J. : John Wiley & Sons, c2009Description: xi, 970 p. : ill. ; 26 cmISBN: 9780470395028 (hbk.)Subject(s): Investment analysis | InvestmentsDDC classification: 332.632042 LOC classification: HG4529 | .I58 2009Online resources: Table of contents only
Incomplete contents:
Evaluating portfolio performance / Jeffery V. Bailey, Thomas M. Richards, and David E. Tierney -- Benchmarks and investment management / Laurence B. Siegel -- The importance of index selection / Christopher G. Luck -- After-tax performance evaluation / James M. Poterba -- Taxable benchmarks : the complexity increases / Lee N. Price -- Overcoming cap-weighted bond benchmark deficiencies / William L. Nemerever -- Yield bogeys / Brent Ambrose and Arthur Warga -- Jumping on the benchmark bandwagon / Crystal Detamore-Rodman -- Determinants of portfolio performance / Gary P. Brinson, L. Randolph Hood, and Gilbert L. Beebower -- Determinants of portfolio performance II : an update / Gary P. Brinson, Brian D. Singer, and Gilbert L. Beebower -- Determinants of portfolio performance-20 years later / L. Randolph Hood -- Equity portfolio characteristics in performance analysis / Stephen C. Gaudette and Philip Lawton -- Mutual fund performance : does size matter? / Daniel C. Indro ... [et al.] -- Multiperiod arithmetic attribution / José Menchero.
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Book HG4529 .I58 2009 c.1 (Browse shelf (Opens below)) 1 Available (No use restrictions) 00021240
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Book HG4529 .I58 2009 c.2 (Browse shelf (Opens below)) 2 Available (No use restrictions) 00021241

Includes bibliographical references and index.

Evaluating portfolio performance / Jeffery V. Bailey, Thomas M. Richards, and David E. Tierney -- Benchmarks and investment management / Laurence B. Siegel -- The importance of index selection / Christopher G. Luck -- After-tax performance evaluation / James M. Poterba -- Taxable benchmarks : the complexity increases / Lee N. Price -- Overcoming cap-weighted bond benchmark deficiencies / William L. Nemerever -- Yield bogeys / Brent Ambrose and Arthur Warga -- Jumping on the benchmark bandwagon / Crystal Detamore-Rodman -- Determinants of portfolio performance / Gary P. Brinson, L. Randolph Hood, and Gilbert L. Beebower -- Determinants of portfolio performance II : an update / Gary P. Brinson, Brian D. Singer, and Gilbert L. Beebower -- Determinants of portfolio performance-20 years later / L. Randolph Hood -- Equity portfolio characteristics in performance analysis / Stephen C. Gaudette and Philip Lawton -- Mutual fund performance : does size matter? / Daniel C. Indro ... [et al.] -- Multiperiod arithmetic attribution / José Menchero.

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