Performance of UK pension fund equity portfolios
Performance benchmarks for institutional investors
Performance measurement: an econometric survey
Performance analysis, long and short modelling
Performance measurement associated with currency
Clinical analysis of the managed portfolio
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 measurement and covers new innovative approaches to performance measurement. The contributors to the text include both academics and practitioners providing comprehensive coverage of the topic areas.
Performance Measurement in Finance is all about how to effectively measure financial performance of the fund manager and investment house managers, what measures need to be put in place and technically what works and what doesn't. It covers risk, and what's acceptable and what isn't, how, in short, to manage risk.
- Includes practical information to enable Investment/Portfolio Managers to understand and evaluate fund managers, the funds themselves, and Investment firms
- Provides a full overview of the topic as well as in-depth technical analysis
Financial Analysts; Portfolio Managers in investment houses and banks; Financial Consultants in investment houses and commercials banks; Actuaries; Regulators; Central Bankers
- No. of pages:
- © Butterworth-Heinemann 2002
- 10th July 2002
- Hardcover ISBN:
- eBook ISBN:
FCIBSE (Haden Young Ltd), UK
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
Consultant to financial institutions and Reader in Financial Econometrics at Trinity College, Cambridge, Stephen Satchell is Editor-in-Chief of the Journal of Asset Management and Derivatives, Use, Trading, and Regulation. He has edited or authored over 20 books on finance.