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With the growth of capital market data services, the development of quantitative analytical techniques, and the widespread acceptance of the Global Investment Performance Standards (GIPS), performance analysis has emerged as a central component of effective asset management and become a recognized area of specialization for investment professionals. Filled with in-depth insights and expert advice, Investment Performance Measurement brings together the best of CFA Institute's publications to cover such issues as benchmark construction and selection, performance attribution analysis, performance appraisal, and performance presentation. Philip Lawton, PhD, CFA, CIPM, MBA (Charlottesville, VA), heads the Certificate in Investment Performance Measurement (CIPM) program at CFA Institute. Todd A. Jankowski, CFA, MBA (Charlottesville, VA), is Director of Curriculum Development for CFA's CIPM program. Research Foundation of the CFA Institute (Charlottesville, VA) encourages education for investment practitioners worldwide and funds, publishes, and distributes relevant research. The Foundation emphasizes research of practical value to investment professionals, while exploring new and challenging topics that provide a unique perspective in the rapidly evolving profession of investment management.
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Praise for Investment Performance Measurement "This volume
contains the insights of more than fifty prominent authorities on
performance measurement. It is a must-have, must-read book for
anyone involved in measuring, analyzing, or explaining investment
results." --John Schlifske, CFA, President and Chief Executive
Officer, Russell Investments "Investment Performance Measurement:
Evaluating and Presenting Results should be required reading for
investors as well as investment performance professionals. This
collection conveniently brings together some of the definitive
texts on performance and risk analysis that are core to the
investment profession." --Frances Barney, CFA, Managing Director,
BNY Mellon Asset Servicing Performance and Risk Analytics "It is
vitally important that performance analysts remain well versed in
the academic work that has been published in their field. This book
is unique in that it assembles some of the most important papers in
the field of performance measurement into one volume. This book
should be read by all performance analysts who are serious about
advancing in their field." --Neil Riddles, CFA, CIPM, Hansberger
Global Investors, Inc.
书籍介绍
With the growth of capital market data services, the development of quantitative analytical techniques, and the widespread acceptance of the Global Investment Performance Standards (GIPS), performance analysis has emerged as a central component of effective asset management and become a recognized area of specialization for investment professionals. Filled with in-depth insights and expert advice, Investment Performance Measurement brings together the best of CFA Institute's publications to cover such issues as benchmark construction and selection, performance attribution analysis, performance appraisal, and performance presentation. Philip Lawton, PhD, CFA, CIPM, MBA (Charlottesville, VA), heads the Certificate in Investment Performance Measurement (CIPM) program at CFA Institute. Todd A. Jankowski, CFA, MBA (Charlottesville, VA), is Director of Curriculum Development for CFA's CIPM program. Research Foundation of the CFA Institute (Charlottesville, VA) encourages education for investment practitioners worldwide and funds, publishes, and distributes relevant research. The Foundation emphasizes research of practical value to investment professionals, while exploring new and challenging topics that provide a unique perspective in the rapidly evolving profession of investment management.
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