Search
Browse Categories
Products
Classics in Investment Performance Measurement -
Classics
Edited by David Spaulding, CIPM and James A. Tzitzouris, Jr., Ph.D., this compilation of articles on investment performance measurement is a "must have" for every performance measurement professional.
Price: $95.00

Detailed Description

The field of investment performance measurement has finally arrived as a serious profession and segment of the investment industry. In te past few years we've seen the introduction of a formal certification program for performance measuremnt professionals, the creation of job titles such as "performance analyst" and "global head of performance," and the expansion beyond simply calculating returns. But even with this growth, much of what is done results from articles that were published many years ago and are in many cases quite difficult to come by.

Classics in Investment Performance Measurement offers you tremendous insights into the industry's pioneers and leading thinkers. The editors have, for the first time, brought together fundamental, foundational articles that all serious investment performance professionals should be familiar with. This text will serve both educational and reference purposes. The articles were chosen by the editors using various criteria, including original sources, creative concepts, and fundamentals.


Table of Contents

RATES OF RETURN

Pension Fund Investment Performance- What Method to Use When by Peter O. Dietz
Components of a Measurement Model: Rate of Return, Risk, and Timing by Peter O. Dietz
Components of Investment Performance by Eugene F. Fama
A Primer on Time-Weighted and Dollar-Weighted Return by Steven J. Lerit
Measuring Investment Returns of Portfolios Containing Futures and Options by John C. Stannard
Excess Returns - Arithmetic or Geometric? by Carl Bacon
Contrasting Time- and Money-weighted Returns: When Each Should be Used by David D. Spaulding

RISK-ADJUSTED PERFORMANCE

How to Rate Management of Investment Funds by Jack L. Treynor
Mutual Fund Performance by William F. Sharpe
Problems in Selection of Security Portfolios The Performance of Mutual Funds in the Period 1945-1964 by Michael C. Jensen
Risk, Return and Equilibrium: Some Clarifying Comments by Eugene F. Fama
Measurement of Portfolio Performance Under Uncertainty by Irwin Friend and Marshall Blume
Information Analysis by Richard C. Grinold and Ronald N. Kahn
Risk-Adjusted Performance by Franco Modigliani and Leah Modigliani
The Information Ratio by Thomas H. Goodwin

PERFORMANCE ATTRIBUTION AND STYLE ANALYSIS

Measuring non-U.S. Equity Portfolio Performance by Gary P. Brinson and Nimrod Fachler
Determinants of Portfolio Performance by Gary P. Brinson, L. Randolph Hood and Gilbert L. Beebower
Asset Allocation: Management Style and Performance Measurement by William F. Sharpe
Multicurrency Performance Attribution by Ernest M. Ankrim and Chris R. Hensel
The General Framework for Global Investment Management and Performance Attribution by Brian D. Singer and Denis S. Karnosky
Combining Attribution Effects Over Time by David R. Cariño, Ph.D
An Optimized Approach to Linking Attribution Effects Over Time by Jose G. Menchero, Ph.D.
Risk-Adjusted Peformance Attribution by Jose G. Menchero, Ph.D.

Related Products

When Performance Numbers Don't make Sense
Price: $25.00
When Performance Numbers Don't make Sense
Author: David Spaulding
The Ten Commandments of Performance Measurement
Price: $25.00
The Ten Commandments of Performance Measurement
Author: David Spaulding
The Handbook of Investment Performance: a User's Guide - 2nd Edition
Price: $75.00
The Handbook of Investment Performance: a User's Guide - 2nd Edition
David Spaulding has reworked his original book and expanded it in this second edition of his must have handbook
The Spaulding Series: Pension Funds: Measuring Investment Performance, by Peter Dietz
List: $50.00
Price: $39.99
You Save: $10.01 (20 %)
The Spaulding Series: Pension Funds: Measuring Investment Performance, by Peter Dietz
In 1966, Peter Dietz raised the bar for all financial market participants by authoring Pension Funds: Measuring Investment Performance.

Product Reviews

(0 Ratings, 0 Reviews)
Shopping Cart
Your cart is empty.