Author : Jon A. Christopherson,David R. Carino,Wayne E. Ferson
Publisher : McGraw Hill Professional
Page : 13 pages
File Size : 50,5 Mb
Release : 2009-05-15
Category : Business & Economics
ISBN : 9780071733205
Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models 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.