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Investments and Portfolio Performance by Edwin J. Elton Pdf
This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.
Investments and Portfolio Performance by Edwin J. Elton,Martin Jay Gruber Pdf
This book contains the recent contributions of Edwin J Elton and Martin J Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the nineteen articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.
Portfolio Performance Evaluation by George O. Aragon,Wayne E. Ferson Pdf
This paper provides a review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfolios. Traditional performance measures, strongly influenced by the Capital Asset Pricing Model of Sharpe (1964), were developed prior to 1990. We discuss some of the properties and important problems associated with these measures. We then review the more recent Conditional Performance Evaluation techniques, designed to allow for expected returns and risks that may vary over time, and thus addressing one major shortcoming of the traditional measures. We also discuss weight-based performance measures and the stochastic discount factor approach. We review the evidence that these newer measures have produced on selectivity and market timing ability for professional managed investment funds. The evidence includes equity style mutual funds, pension funds, asset allocation style funds, fixed income funds and hedge funds.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 19 pages File Size : 49,9 Mb Release : 2009-05-15 Category : Business & Economics ISBN : 9780071733267
Portfolio Performance Measurement and Benchmarking, Chapter 20 - Benchmarks and Knowledge by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
Practical Portfolio Performance Measurement and Attribution by Carl R. Bacon Pdf
Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved. Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. The book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 14 pages File Size : 45,6 Mb Release : 2009-05-15 Category : Business & Economics ISBN : 9780071733182
Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 482 pages File Size : 46,5 Mb Release : 2009-08-05 Category : Business & Economics ISBN : 9780071713665
Portfolio Performance Measurement and Benchmarking by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
In order to make sound investment choices, investors must know the projected return on investment in relation to the risk of not being paid. Benchmarks are excellent evaluators, but the failure to choose the right investing performance benchmark often leads to bad decisions or inaction, which inevitably results in lost profits. The first book of its kind, Portfolio Performance Measurement and Benchmarking is a complete guide to benchmarks and performace evaluation using benchmarks. In one inclusive volume, readers get foundational coverage on benchmark construction, as well as expert insight into specific benchmarks for asset classes and investment styles. Starting with the basics—such as return calculations and methods of dealing with cash flows—this thorough book covers a wide variety of performance measurement methodologies and evaluation techniques before moving into more technical material that deconstructs both the creation of indexes and the components of a desirable benchmark. Portfolio Performance Measurement and Benchmarking provides detailed coverage of benchmarks for: U.S. equities Global and international equities Fixed income Real estate The team of renowned authors offers illuminating opinions on the philosophy and development of equity indexes, while highlighting numerous mechanical problems inherent in building benchmarks and the implications of each one. Before you make your next investment, be certain your return will be worth the risk with Portfolio Performance Measurement and Benchmarking.
John L. Maginn,Donald L. Tuttle,Jerald E. Pinto,Dennis W. McLeavey
Author : John L. Maginn,Donald L. Tuttle,Jerald E. Pinto,Dennis W. McLeavey Publisher : John Wiley & Sons Page : 1760 pages File Size : 52,5 Mb Release : 2010-03-18 Category : Business & Economics ISBN : 9780470635346
Managing Investment Portfolios by John L. Maginn,Donald L. Tuttle,Jerald E. Pinto,Dennis W. McLeavey Pdf
"A rare blend of a well-organized, comprehensive guide to portfolio management and a deep, cutting-edge treatment of the key topics by distinguished authors who have all practiced what they preach. The subtitle, A Dynamic Process, points to the fresh, modern ideas that sparkle throughout this new edition. Just reading Peter Bernstein's thoughtful Foreword can move you forward in your thinking about this critical subject." —Martin L. Leibowitz, Morgan Stanley "Managing Investment Portfolios remains the definitive volume in explaining investment management as a process, providing organization and structure to a complex, multipart set of concepts and procedures. Anyone involved in the management of portfolios will benefit from a careful reading of this new edition." —Charles P. Jones, CFA, Edwin Gill Professor of Finance, College of Management, North Carolina State University
The Complete Guide to Portfolio Performance by Georges Hubner,Pascal Francois Pdf
An intuitive and effective desk reference for performance measurement in asset and wealth management In The Complete Guide to Portfolio Performance: Appraise, Analyse, Act, a team of finance professors with extended practical experience deliver a hands-on desk reference for asset and wealth managers suitable for everyday use. Intuitively organized and full of concrete examples of the real-world implementation of the concepts discussed within, the book provides a comprehensive coverage of all important portfolio performance matters across 18 chapters of actionable and clearly described content. The authors have provided relevant cross-referencing where appropriate, “Key Takeaways and Equations” sections at the end of each chapter, and pointers to additional resources for anyone interested in pursuing further research. You'll also find: Discussions of more than a hundred classical and modern performance measures organized logically and with a focus on their applications Strategies for selecting appropriate performance measures based on your situation as a manager or investor Explanations of analytical techniques (statistical approaches, attribution, fund ratings...) enabling a comprehensive use of performance-related information Applications of portfolio performance criteria in concrete investment decision-making processes Highly actionable and logically organized material that's easy to find at a moment's notice A full set of pedagogical powerpoint slides and excel worksheets with all data and formulas Perfect for investors, portfolio managers, advisors, analysts, and regulators, The Complete Guide to Portfolio Performance is also a must-read reference for students and practitioners of asset and wealth management, as well as those pursuing certification such as CFA, CIPM, CIIA, and CAIA.
Robert R. Johnson,Gerald R. Jensen,Luis Garcia-Feijoo
Author : Robert R. Johnson,Gerald R. Jensen,Luis Garcia-Feijoo Publisher : McGraw Hill Professional Page : 324 pages File Size : 50,9 Mb Release : 2015-02-20 Category : Business & Economics ISBN : 9780071834414
Invest with the Fed: Maximizing Portfolio Performance by Following Federal Reserve Policy by Robert R. Johnson,Gerald R. Jensen,Luis Garcia-Feijoo Pdf
Create a winning portfolio using Federal Reserve actions as your guiding star Based on 25 years of research, Invest with the Fed reveals direct connections between successful portfolio performance and Fed policy. The authors’ analysis extends beyond U.S. equity markets to include foreign equities of both emerging and developed markets, fixed income securities, real estate, and commodities. Invest with the Fed provides guidance on navigating the investment landscape while avoiding common pitfalls, offering practical advice in an easy to understand terminology that can be applied by the casual investor or the investment professional. Robert R. Johnson, Ph.D., CFA, CAIA, is a senior executive with over fifteen years of C-level experience, performing at the highest levels of strategic positioning, leadership, and global management. He was the Senior Managing Director and Deputy CEO at the CFA Institute and is currently a finance professor at Creighton University’s School of Business. Gerald R. Jensen, PhD, CFA, is a professor in the finance department at Northern Illinois University, where he also teaches in the Executive MBA program. He is a member of the CFA Institute Council of Examiners.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 14 pages File Size : 40,5 Mb Release : 2009-05-15 Category : Business & Economics ISBN : 9780071733137
Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 16 pages File Size : 48,8 Mb Release : 2009-05-15 Category : Business & Economics ISBN : 9780071733168
Portfolio Performance Meaurement and Benchmarking: Fixed-Income Risk by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 21 pages File Size : 53,8 Mb Release : 2009-05-15 Category : Business & Economics ISBN : 9780071733304
Portfolio Performance Measurement and Benchmarking, Chapter 24 - Styles, Factors, and Equity Benchmarks by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson Publisher : McGraw Hill Professional Page : 24 pages File Size : 47,9 Mb Release : 2009-05-15 Category : Business & Economics ISBN : 9780071733311
Portfolio Performance Measurement and Benchmarking, Chapter 25 - Equity Style Indexes: Tools for Better Performance Evaluation and Plan Management by Jon A. Christopherson,David R. Carino,Wayne E. Ferson Pdf
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
John L. Maginn,Donald L. Tuttle,Dennis W. McLeavey,Jerald E. Pinto
Author : John L. Maginn,Donald L. Tuttle,Dennis W. McLeavey,Jerald E. Pinto Publisher : John Wiley & Sons Page : 242 pages File Size : 40,9 Mb Release : 2007-04-18 Category : Business & Economics ISBN : 9780470171608
Managing Investment Portfolios by John L. Maginn,Donald L. Tuttle,Dennis W. McLeavey,Jerald E. Pinto Pdf
In the Third Edition of Managing Investment Portfolios, financial experts John Maginn, Donald Tuttle, Jerald Pinto, and Dennis McLeavey provide complete coverage of the most important issues surrounding modern portfolio management. Now, in Managing Investment Portfolios Workbook, Third Edition, they offer you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. Topics reviewed include: The portfolio management process and the investment policy statement Managing individual and institutional investor portfolios Capital market expectations, fixed income, equity, and alternative investment portfolio management Monitoring and rebalancing a portfolio Global investment performance standards