Portfolio Performance Measurement and Benchmarking, Chapter 8 - Estimating the Elements of the CAPM
Author | : Jon A. Christopherson |
Publisher | : McGraw Hill Professional |
Total Pages | : 15 |
Release | : 2009-05-15 |
ISBN-10 | : 9780071733144 |
ISBN-13 | : 0071733140 |
Rating | : 4/5 (140 Downloads) |
Download or read book Portfolio Performance Measurement and Benchmarking, Chapter 8 - Estimating the Elements of the CAPM written by Jon A. Christopherson and published by McGraw Hill Professional. This book was released on 2009-05-15 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.