Table of Contents: Performance measurement in finance :

Other Authors:	Knight, John L.
Format:	Book
Language:	English
Published:	Oxford ; Boston : Butterworth-Heinemann, 2002.
Series:	Quantitative finance series
Subjects:	Rate of return > Evaluation. Portfolio management > Evaluation. Investment analysis. Investment advisors > Rating of. Investments > Econometric models. BUSINESS & ECONOMICS > Investments & Securities > General. Investimentos. Administração de portfólio (avaliação)
Online Access:	http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=86075

Table of 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.