Performance measurement in finance firms, funds and managers /

The distinction between out-performance of an Investment fund or plan manager vs rewards for taking risks is at the heart of all discussions on Investment fund performance measurement of fund managers. This issue is not always well-understood and the notion of risk adjusting performance is not unive...

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Bibliographic Details
Other Authors: Knight, John L., Satchell, S. (Stephen)
Format: Electronic Software eBook
Language:English
Series:Quantitative finance series.
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245 0 0 |a Performance measurement in finance  |h [electronic resource] :  |b firms, funds and managers /  |c edited by John Knight, Stephen Satchell. 
264 0 |a Boston  |b Butterworth-Heinemann  |c 2002. 
300 |a 1 CD-ROM  |c 4 3/4 in. 
490 1 |a Quantitative finance series 
504 |a Includes bibliographical references and index. 
520 |a The distinction between out-performance of an Investment fund or plan manager vs rewards for taking risks is at the heart of all discussions on Investment fund performance measurement of fund managers. This issue is not always well-understood and the notion of risk adjusting performance is not universally accepted. Performance Measurement in Finance addresses this central issue. The topics covered in the book include evaluation of investment fund management, evaluation of the investment fund itself, and stock selection performance. The authors also survey and critique existing methodologies of performance measurement and cover new innovative approaches to performance measurement. The contributors to the text include both academics and practitioners providing comprehensive coverage of the topic areas. 
588 |a Description based on print version record. 
650 0 |a Rate of return  |x Evaluation. 
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650 0 |a Investments  |x Econometric models. 
655 0 |a Electronic books. 
700 1 |a Knight, John L. 
700 1 |a Satchell, S.  |q (Stephen) 
830 0 |a Quantitative finance series. 
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