Benchmarks and Attribution Analysis

✍ Scribed by Christopher G. Luck, Thomas M. Richards, Kevin Terhaar, Jeffrey V. Bailey, Wayne A. Kozun, Lee N. Price

Publisher: AIMR (CFA Institute)
Year: 2001
Tongue: English
Leaves: 55
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Table of Contents

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