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)

See the best price to sell, buy, or rent books by Thomas M. Richards. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Thomas M. Richards