Portfolio Performance Measurement and Benchmarking

Hardcover | June 5, 2009

byJon A. Christopherson, David R. Carino, Wayne E. Ferson

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In order to make sound investment choices,investors must know the projected return oninvestment in relation to the risk of not beingpaid. Benchmarks are excellent evaluators,but the failure to choose the right investingperformance benchmark often leads to baddecisions or inaction, which inevitably resultsin lost profits.

The first book of its kind, Portfolio PerformanceMeasurement and Benchmarking is a completeguide to benchmarks and performace evaluationusing benchmarks. In one inclusivevolume, readers get foundational coverage onbenchmark construction, as well as expert insightinto specific benchmarks for asset classesand investment styles.

Starting with the basics—such as return calculationsand methods of dealing with cashflows—this thorough book covers a widevariety of performance measurement methodologiesand evaluation techniques beforemoving into more technical material that deconstructsboth the creation of indexes andthe components of a desirable benchmark.

Portfolio Performance Measurement and Benchmarkingprovides detailed coverage of benchmarksfor:

  • U.S. equities
  • Global and international equities
  • Fixed income
  • Real estate

    The team of renowned authors offers illuminatingopinions on the philosophy and developmentof equity indexes, while highlightingnumerous mechanical problems inherent inbuilding benchmarks and the implications ofeach one.

    Before you make your next investment, becertain your return will be worth the riskwith Portfolio Performance Measurement andBenchmarking.

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From the Publisher

In order to make sound investment choices,investors must know the projected return oninvestment in relation to the risk of not beingpaid. Benchmarks are excellent evaluators,but the failure to choose the right investingperformance benchmark often leads to baddecisions or inaction, which inevitably resultsin lost profits.The first book ...

From the Jacket

The first comprehensive guideto performance assessment and equitybenchmark construction for your portfolioPortfolio Performance Measurement and Benchmarking helps institutionalinvestors create a smart system for accurate performance evaluation of managedasset portfolios.Striking a useful balance between scholarly groundwork and real-wo...

Jon A. Christopherson, Ph.D., is a research fellow for Russell Investments, where he has a solid record of intellectual innovation. He has been a member of the editorial advisory boards of The Journal of Portfolio Management and The Journal of Investment Consulting. David R. Cariño, Ph.D., is a research fello...

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Format:HardcoverDimensions:480 pages, 9.4 × 6.5 × 1.4 inPublished:June 5, 2009Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071496653

ISBN - 13:9780071496650

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Extra Content

Table of Contents

I: Measuring performance

II: Measuring risk

III: Portfolio return and risk

IV: Performace attribution

V: Benchmarking performance

VI: Determining investment style with effective mix

VII: CFA Institute standards for performance presentation

(There will be 37 chapters)