Measuring Investment 'Performance' One Client at a Time
- Multiple-Period Attribution: Residuals and Compounding. Singer, Brian D.; Gonzalo, Miguel; Lederman, Marc // Journal of Performance Measurement;Spring2015, Vol. 19 Issue 3, p22
The article offers information on several issues and implementation of a portfolio performance attribution system over multiple periods. It provides details related to market allocation, currency management, and security selection on global portfolios as well as an issue that performance...
- A HAPPY RETURN TO EQUITIES. Reynolds, Rhonda; Scott, Matthew S. // Black Enterprise;Feb2004, Vol. 34 Issue 7, p40
Reports on the financial performance of the companies selected by portfolio manager Derek Batts for the exclusive portfolio of the periodical "Black Enterprise" from December 6, 2002 to December 5, 2003. Abbott Laboratories; Barr Laboratories Inc.; General Motors Corp.
- Chapter 10: Conclusions. // Foundations & Trends in Finance;2006, Vol. 2 Issue 2, p177
Chapter 10 of the book "Foundations and Trendsï¿½ in Finance" is presented. Here, the researchers reviewed the models and methods for measuring portfolio performance and the evidence on the performance of managed investment portfolios. The review includes traditional measures, their...
- Comparing ex-Ante Tracking error estimates Across Time. Riddles, Neil // Journal of Performance Measurement;Spring2015, Vol. 19 Issue 3, p13
The article discusses an attribute of ex-ante tracking error estimates in portfolio performance. It provides details about the influence of market conditions and change on risk models' tracking error predictions. Details about a test demonstrating variation in ex-ante tracking error estimates...
- All Quiet on the Investment Front? Dymi, Amilda // Mortgage Servicing News;Apr2009, Vol. 13 Issue 3, p28
The article focuses on the significant portfolio performance considering the value of assets that investors in the U.S. are cautious about. It highlights the government's remarkable efforts including the implementation of programs that will help them and their portfolios. It also notes the...
- A fool and his money soon part. Feuer, Michael // Smart Business Columbus;Apr2009, Vol. 17 Issue 7, p38
In this article the author discusses the methods on how to become an effective and strategic leader. The author mentions the techniques of various executives in dealing with their respective business operations. The author highlights the relevance on the proper portfolio management and cites its...
- Chapter 1: Introduction. // Foundations & Trends in Finance;2006, Vol. 2 Issue 2, p85
The article discusses various reports published within the issue, including portfolio performance and managed investment portfolios.
- Back in favour -- but cautiously. Ashton, Marc // Finweek;6/3/2010, p60
The article focuses on the performance of Old Mutual Mining and Resources Fund, considered as the second best performer in the past 12 months, which is anticipated to experience an increase in demand for resources with the recovery in commodity prices in South Africa.
- The State of Origin of Australian Equity: Does Active Fund Manager Location Matter? Fong, Kingsley; Gallagher, David R.; Lee, Adrian D. // Australian Journal of Management (University of New South Wales);Mar2008, Vol. 32 Issue 3, p503
We examine the relation of active equity fund managers' location proximity to a stock's headquarter and fund managers' stock selection skill and investment behaviour using a representative sample of Australian institutional equity funds. Contrary to the findings of much international research,...