The Resource Performance measurement in finance : firms, funds and managers, edited by John Knight, Stephen Satchell

Performance measurement in finance : firms, funds and managers, edited by John Knight, Stephen Satchell

Label
Performance measurement in finance : firms, funds and managers
Title
Performance measurement in finance
Title remainder
firms, funds and managers
Statement of responsibility
edited by John Knight, Stephen Satchell
Contributor
Subject
Language
eng
Summary
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 include evaluation of investment fund management, evaluation of the investment fund itself, and stock selection performance. The book also surveys and critiques existing methodologies of performance m
Member of
Cataloging source
N$T
Dewey number
332.6
Illustrations
illustrations
Index
index present
LC call number
HG4529.5
LC item number
.P47 2002eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Quantitative finance series
Label
Performance measurement in finance : firms, funds and managers, edited by John Knight, Stephen Satchell
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Front Cover; Performance Measurement in Finance; Copyright Page; Contents; Preface; List of contributors; Chapter 1. The financial economics of performance measurement; Chapter 2. Performance evaluation: an econometric survey; Chapter 3. Distribution of returns generated by stochastic exposure: an application to VaR calculation in the futures markets; Chapter 4. A dynamic trading approach to performance evaluation; Chapter 5. Performance benchmarks for institutional investors: measuring, monitoring and modifying investment behaviour
Control code
ocm53344461
Dimensions
unknown
Extent
1 online resource (xvii, 378 pages)
File format
unknown
Form of item
online
Isbn
9780750650267
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
93634:93633
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b27319921
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)53344461
  • ebsco0080497632

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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