Performance measurement in finance :: firms, funds and managers /
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 unive...
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| Other Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford ; Boston :
Butterworth-Heinemann,
2002.
|
| Series: | Quantitative finance series.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 DE-862 DE-863 |
| 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. |
| Physical Description: | 1 online resource (xvii, 378 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 0585461716 9780585461717 0080497632 9780080497631 9780750650267 0750650265 |
Staff View
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| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Rate of return |x Evaluation. | |
| 650 | 0 | |a Portfolio management |x Evaluation. | |
| 650 | 0 | |a Investment analysis. |0 http://id.loc.gov/authorities/subjects/sh85067707 | |
| 650 | 0 | |a Investment advisors |x Rating of. | |
| 650 | 0 | |a Investments |x Econometric models. | |
| 650 | 6 | |a Taux de rendement |x Évaluation. | |
| 650 | 6 | |a Gestion de portefeuille |x Évaluation. | |
| 650 | 6 | |a Analyse financière. | |
| 650 | 6 | |a Conseillers en placements |x Évaluation. | |
| 650 | 6 | |a Investissements |x Modèles économétriques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Investment analysis |2 fast | |
| 650 | 7 | |a Investments |x Econometric models |2 fast | |
| 650 | 7 | |a Portfolio management |x Evaluation |2 fast | |
| 650 | 7 | |a Investimentos. |2 larpcal | |
| 650 | 7 | |a Administração de portfólio (avaliação) |2 larpcal | |
| 650 | 7 | |a Fundo de investimento (avaliação) |2 larpcal | |
| 700 | 1 | |a Knight, John L. |1 https://id.oclc.org/worldcat/entity/E39PCjvDY4vwRbdgwwpmqyGM4C |0 http://id.loc.gov/authorities/names/no2002028625 | |
| 700 | 1 | |a Satchell, Stephen, |d 1949- |1 https://id.oclc.org/worldcat/entity/E39PCjKWtd37brxrCjwFkfMbgq | |
| 758 | |i has work: |a Performance measurement in finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFwjjgxvChw7W87bytRfWP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Performance measurement in finance. |d Oxford ; Boston : Butterworth-Heinemann, 2002 |z 0750650265 |w (OCoLC)47676613 |
| 830 | 0 | |a Quantitative finance series. |0 http://id.loc.gov/authorities/names/no2001010280 | |
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Record in the Search Index
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| author2 | Knight, John L. Satchell, Stephen, 1949- |
| author2_role | |
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| author_GND | http://id.loc.gov/authorities/names/no2002028625 |
| author_facet | Knight, John L. Satchell, Stephen, 1949- |
| author_sort | Knight, John L. |
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| 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. |
| ctrlnum | (OCoLC)53344461 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBA-ocm53344461 |
| illustrated | Illustrated |
| indexdate | 2025-04-11T08:35:25Z |
| institution | BVB |
| isbn | 0585461716 9780585461717 0080497632 9780080497631 9780750650267 0750650265 |
| language | English |
| oclc_num | 53344461 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource (xvii, 378 pages) : illustrations |
| psigel | ZDB-4-EBA FWS_PDA_EBA ZDB-4-EBA |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Butterworth-Heinemann, |
| record_format | marc |
| series | Quantitative finance series. |
| series2 | Quantitative finance series |
| spelling | Performance measurement in finance : firms, funds and managers / edited by John Knight, Stephen Satchell. Oxford ; Boston : Butterworth-Heinemann, 2002. 1 online resource (xvii, 378 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Quantitative finance series Includes bibliographical references and index. Print version record. 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. 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. Rate of return Evaluation. Portfolio management Evaluation. Investment analysis. http://id.loc.gov/authorities/subjects/sh85067707 Investment advisors Rating of. Investments Econometric models. Taux de rendement Évaluation. Gestion de portefeuille Évaluation. Analyse financière. Conseillers en placements Évaluation. Investissements Modèles économétriques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Investment analysis fast Investments Econometric models fast Portfolio management Evaluation fast Investimentos. larpcal Administração de portfólio (avaliação) larpcal Fundo de investimento (avaliação) larpcal Knight, John L. https://id.oclc.org/worldcat/entity/E39PCjvDY4vwRbdgwwpmqyGM4C http://id.loc.gov/authorities/names/no2002028625 Satchell, Stephen, 1949- https://id.oclc.org/worldcat/entity/E39PCjKWtd37brxrCjwFkfMbgq has work: Performance measurement in finance (Text) https://id.oclc.org/worldcat/entity/E39PCFwjjgxvChw7W87bytRfWP https://id.oclc.org/worldcat/ontology/hasWork Print version: Performance measurement in finance. Oxford ; Boston : Butterworth-Heinemann, 2002 0750650265 (OCoLC)47676613 Quantitative finance series. http://id.loc.gov/authorities/names/no2001010280 |
| spellingShingle | Performance measurement in finance : firms, funds and managers / Quantitative finance series. 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. Rate of return Evaluation. Portfolio management Evaluation. Investment analysis. http://id.loc.gov/authorities/subjects/sh85067707 Investment advisors Rating of. Investments Econometric models. Taux de rendement Évaluation. Gestion de portefeuille Évaluation. Analyse financière. Conseillers en placements Évaluation. Investissements Modèles économétriques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Investment analysis fast Investments Econometric models fast Portfolio management Evaluation fast Investimentos. larpcal Administração de portfólio (avaliação) larpcal Fundo de investimento (avaliação) larpcal |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85067707 |
| title | Performance measurement in finance : firms, funds and managers / |
| title_auth | Performance measurement in finance : firms, funds and managers / |
| title_exact_search | Performance measurement in finance : firms, funds and managers / |
| title_full | Performance measurement in finance : firms, funds and managers / edited by John Knight, Stephen Satchell. |
| title_fullStr | Performance measurement in finance : firms, funds and managers / edited by John Knight, Stephen Satchell. |
| title_full_unstemmed | Performance measurement in finance : firms, funds and managers / edited by John Knight, Stephen Satchell. |
| title_short | Performance measurement in finance : |
| title_sort | performance measurement in finance firms funds and managers |
| title_sub | firms, funds and managers / |
| topic | Rate of return Evaluation. Portfolio management Evaluation. Investment analysis. http://id.loc.gov/authorities/subjects/sh85067707 Investment advisors Rating of. Investments Econometric models. Taux de rendement Évaluation. Gestion de portefeuille Évaluation. Analyse financière. Conseillers en placements Évaluation. Investissements Modèles économétriques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Investment analysis fast Investments Econometric models fast Portfolio management Evaluation fast Investimentos. larpcal Administração de portfólio (avaliação) larpcal Fundo de investimento (avaliação) larpcal |
| topic_facet | Rate of return Evaluation. Portfolio management Evaluation. Investment analysis. Investment advisors Rating of. Investments Econometric models. Taux de rendement Évaluation. Gestion de portefeuille Évaluation. Analyse financière. Conseillers en placements Évaluation. Investissements Modèles économétriques. BUSINESS & ECONOMICS Investments & Securities General. Investment analysis Investments Econometric models Portfolio management Evaluation Investimentos. Administração de portfólio (avaliação) Fundo de investimento (avaliação) |
| work_keys_str_mv | AT knightjohnl performancemeasurementinfinancefirmsfundsandmanagers AT satchellstephen performancemeasurementinfinancefirmsfundsandmanagers |