Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance < Chapter 19

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

CHAPTER 19
Performance Evaluation
M. Grinblatt and S. Titman

1. Introduction*  

2. Measures based solely on returns

3. Computing performance when portfolio weights are observable  

4. Conclusions and directions for future research

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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