Investment performance, whether of portfolios or individual managers, cannot be evaluated without a performance yardstick (i.e., a benchmark); however, selecting the wrong benchmark can be as damaging as poor portfolio management. The authors in this proceedings discuss what constitutes an appropriate benchmark, how to select appropriate benchmarks, and how to conduct attribution analysis, looking at both risk and return.

Benchmarks and Attribution Analysis

Business & Money

Christopher G. Luck

Thomas M. Richards

Kevin Terhaar

Jeffrey V. Bailey

Wayne A. Kozun

Lee N. Price

Economics

AIMR (CFA Institute)

<p>Proceedings of the AIMR seminar "Hedge Fund Management"</p>

Hedge Fund Management

Brian D. Singer

Clifford S. Asness

Lee S. Ainslie III

John D. Freeman

George Hambrecht

Marc Lasry

Todd E. Petzel

Nina F. Scherago

William T. Spitz

Anne-Sophie Van Royen

Mark P. Kritzman

George Chow

Renato Staub

Investing

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Books by Kevin Terhaar