Measuring investment performance: calculating and evaluating investment risk and return
Measuring Investment Performance is the new bible for measuring performance in the money management industry. Working under the assumption that statistics used to measure performance should be appropriate, consistent, bias-free, and standardized, financial management consultant David Spaulding deliv...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
McGraw-Hill
1997
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Summary: | Measuring Investment Performance is the new bible for measuring performance in the money management industry. Working under the assumption that statistics used to measure performance should be appropriate, consistent, bias-free, and standardized, financial management consultant David Spaulding delivers an insightful (and often witty) resource for guaranteeing that you are acting appropriately and with the greatest chance of success as a financial advisor or, if you are an investor, that you or your company are in the correct investment every time. |
| Physical Description: | XI, 212 S. Ill., graph. Darst. |
| ISBN: | 0786311770 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV011764044 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 980209s1997 ad|| |||| 00||| eng d | ||
| 020 | |a 0786311770 |9 0-7863-1177-0 | ||
| 035 | |a (OCoLC)36656547 | ||
| 035 | |a (DE-599)BVBBV011764044 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-945 | ||
| 050 | 0 | |a HG4529 | |
| 082 | 0 | |a 658.15/2 |2 21 | |
| 084 | |a QP 730 |0 (DE-625)141930: |2 rvk | ||
| 100 | 1 | |a Spaulding, David |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Measuring investment performance |b calculating and evaluating investment risk and return |c David Spaulding |
| 264 | 1 | |a New York [u.a.] |b McGraw-Hill |c 1997 | |
| 300 | |a XI, 212 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 520 | 3 | |a Measuring Investment Performance is the new bible for measuring performance in the money management industry. Working under the assumption that statistics used to measure performance should be appropriate, consistent, bias-free, and standardized, financial management consultant David Spaulding delivers an insightful (and often witty) resource for guaranteeing that you are acting appropriately and with the greatest chance of success as a financial advisor or, if you are an investor, that you or your company are in the correct investment every time. | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Rate of return | |
| 650 | 0 | 7 | |a Rentabilität |0 (DE-588)4049495-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzanalyse |0 (DE-588)4133000-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzanalyse |0 (DE-588)4133000-6 |D s |
| 689 | 0 | 1 | |a Rentabilität |0 (DE-588)4049495-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007938009&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-007938009 | ||
Record in the Search Index
| _version_ | 1804126306234793984 |
|---|---|
| adam_text | CONTENTS
PREFACE AND ACKNOWLEDGMENTS vii
Chapter 1
What Is Performance Measurement? 1
Chapter 2
Time Weighted Rates of Return 19
Chapter 3
Other ROR Issues 43
Chapter 4
Performance Attribution 63
Chapter 5
Style Analysis 73
Chapter 6
Risk and Performance Measurement 81
Chapter 7
The SEC and Performance Measurement 97
Chapter 8
An Overview of the Standards 105
V
vi Contents
Chapter 9
The AIMR Standards 117
Chapter 10
Benchmarks: Comparing the Firm s Performance 135
Chapter 11
Policies, Procedures, Controls 145
Chapter 12
The Future 151
Appendix A
Overview of the AIMR Performance Presentation
Standards 157
Appendix B
Clover Capital Management, Inc., No Action Letter 163
Appendix C
AIMR No Action Letter 175
Appendix D
Prices Only Needed for Cash Flows to Derive True
Time Weighted Returns 191
Appendix E
Mutual Fund Performance 193
Appendix F
Present Value Tables 199
glossary 201
references 206
INDEX 209
|
| any_adam_object | 1 |
| author | Spaulding, David |
| author_facet | Spaulding, David |
| author_role | aut |
| author_sort | Spaulding, David |
| author_variant | d s ds |
| building | Verbundindex |
| bvnumber | BV011764044 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4529 |
| callnumber-raw | HG4529 |
| callnumber-search | HG4529 |
| callnumber-sort | HG 44529 |
| callnumber-subject | HG - Finance |
| classification_rvk | QP 730 |
| ctrlnum | (OCoLC)36656547 (DE-599)BVBBV011764044 |
| dewey-full | 658.15/2 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/2 |
| dewey-search | 658.15/2 |
| dewey-sort | 3658.15 12 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02004nam a2200397 c 4500</leader><controlfield tag="001">BV011764044</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">980209s1997 ad|| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0786311770</subfield><subfield code="9">0-7863-1177-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)36656547</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011764044</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4529</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">658.15/2</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 730</subfield><subfield code="0">(DE-625)141930:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Spaulding, David</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Measuring investment performance</subfield><subfield code="b">calculating and evaluating investment risk and return</subfield><subfield code="c">David Spaulding</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York [u.a.]</subfield><subfield code="b">McGraw-Hill</subfield><subfield code="c">1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 212 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">Measuring Investment Performance is the new bible for measuring performance in the money management industry. Working under the assumption that statistics used to measure performance should be appropriate, consistent, bias-free, and standardized, financial management consultant David Spaulding delivers an insightful (and often witty) resource for guaranteeing that you are acting appropriately and with the greatest chance of success as a financial advisor or, if you are an investor, that you or your company are in the correct investment every time.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rate of return</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Rentabilität</subfield><subfield code="0">(DE-588)4049495-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Rentabilität</subfield><subfield code="0">(DE-588)4049495-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007938009&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007938009</subfield></datafield></record></collection> |
| id | DE-604.BV011764044 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:15:21Z |
| institution | BVB |
| isbn | 0786311770 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007938009 |
| oclc_num | 36656547 |
| open_access_boolean | |
| owner | DE-945 |
| owner_facet | DE-945 |
| physical | XI, 212 S. Ill., graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | Spaulding, David Verfasser aut Measuring investment performance calculating and evaluating investment risk and return David Spaulding New York [u.a.] McGraw-Hill 1997 XI, 212 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Measuring Investment Performance is the new bible for measuring performance in the money management industry. Working under the assumption that statistics used to measure performance should be appropriate, consistent, bias-free, and standardized, financial management consultant David Spaulding delivers an insightful (and often witty) resource for guaranteeing that you are acting appropriately and with the greatest chance of success as a financial advisor or, if you are an investor, that you or your company are in the correct investment every time. Investment analysis Rate of return Rentabilität (DE-588)4049495-0 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 s Rentabilität (DE-588)4049495-0 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007938009&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Spaulding, David Measuring investment performance calculating and evaluating investment risk and return Investment analysis Rate of return Rentabilität (DE-588)4049495-0 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| subject_GND | (DE-588)4049495-0 (DE-588)4133000-6 |
| title | Measuring investment performance calculating and evaluating investment risk and return |
| title_auth | Measuring investment performance calculating and evaluating investment risk and return |
| title_exact_search | Measuring investment performance calculating and evaluating investment risk and return |
| title_full | Measuring investment performance calculating and evaluating investment risk and return David Spaulding |
| title_fullStr | Measuring investment performance calculating and evaluating investment risk and return David Spaulding |
| title_full_unstemmed | Measuring investment performance calculating and evaluating investment risk and return David Spaulding |
| title_short | Measuring investment performance |
| title_sort | measuring investment performance calculating and evaluating investment risk and return |
| title_sub | calculating and evaluating investment risk and return |
| topic | Investment analysis Rate of return Rentabilität (DE-588)4049495-0 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| topic_facet | Investment analysis Rate of return Rentabilität Finanzanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007938009&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT spauldingdavid measuringinvestmentperformancecalculatingandevaluatinginvestmentriskandreturn |