|
|
|
ISBN 0471268496
Pages 368
Publisher Wiley
Author(s) Bruce J. Feibel
Release Date February 4, 2003
Hits 117
Category Trading |
|
Investment Performance Measurement eBook
|
Book Description
Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measurement is a comprehensive guide that covers the subjects of performance and risk calculation, attribution, presentation, and interpretation. This information-packed book covers a wide range of related topics, including calculation of the returns earned by portfolios; measurement of the risks taken to earn these returns; measurement of the risk and return efficiency of the portfolio and other indicators of manager skill; and much more. By reviewing both the concepts of performance measurement and examples of how they are used, readers will gain the insight necessary to understand and evaluate the management of investment funds. Investment Performance Measurement makes extensive use of fully worked examples that supplement formulas and is a perfect companion to professional courses and seminars for analysts.
Bruce J. Feibel, CFA, is Product Manager at Eagle Investment Systems, an investment management software provider located in Newton, Massachusetts. He is responsible for overseeing the development of Eagle's investment performance measurement, attribution, and AIMR/GIPS compliance software. Prior to joining Eagle, Mr. Feibel was a principal at State Street Global Advisors. He earned his BS in accounting from the University of Florida.
Book Info
Provides a comprehensive and integrated survey of the steps taken to measure performance as well as a reference guide to the calculation and interpretation of the various risk and return statistics commonly encountered by anyone responsible for selecting, monitoring, and evaluating the performance of investment managers.
|
|
|
