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Benchmarks and Attribution Analysis
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Amazon.com Product Description (ISBN 0935015647, Paperback)Investment performance, whether of portfolios or individual managers, cannot be evaluated without a performance yardstick (i.e., a benchmark); however, selecting the wrong benchmark can be as damaging as poor portfolio management. The authors in this proceedings discuss what constitutes an appropriate benchmark, how to select appropriate benchmarks, and how to conduct attribution analysis, looking at both risk and return.
(retrieved from Amazon Thu, 12 Mar 2015 18:15:21 -0400)
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