Just how successful is that investment? Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (de

A practitioner's guide to the role and implications of performance measurement and attribution analysis in asset management firms Practical Portfolio Performanc

Performance Evaluation, Second Edition, presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors’ Performance Evaluation a

This paper provides a review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfol

Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hot