Investment performance measurement : evaluating and presenting results / (Record no. 169675)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03459nam a2200325 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250613002719.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140725s2009 nyu eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470395028 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | SPU |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| -- | SPU-CHN SPU-BK |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG 4529 |
| Item number | L38I 2009 |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lawton, Philip |
| 9 (RLIN) | 205924 |
| 245 10 - TITLE STATEMENT | |
| Title | Investment performance measurement : evaluating and presenting results / |
| Statement of responsibility, etc. | Philip Lawton |
| Medium | [book] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken, N.J. : |
| Name of publisher, distributor, etc. | John Wiley & Sons, |
| Date of publication, distribution, etc. | 2009 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xi, 970 p. : |
| Other physical details | ill ; |
| Dimensions | 26 cm. |
| 490 #0 - SERIES STATEMENT | |
| Series statement | CFA Institute investment perspectives series |
| -- | 205925 |
| 449 #0 - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. ไม่ระบุ |
| 449 #0 - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. การเงินและการธนาคาร |
| 449 #0 - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. หลักสูตรบริหารธุรกิจมหาบัณฑิต |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliographical references and index |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction -- Part 1: Overview of performance evaluation -- Evaluating portfolio performance -- Part 2: Performance measurement -- Benchmarks and investment management -- The importance of index selection -- After-tax performance evaluation -- Taxable benchmarks: the complexity increases -- Overcoming cap-weighted bond benchmark deficiencies -- Yield bogeys -- Jumping on the benchmark bandwagon: benchmark methodologies are the subject of vigorous debate -- Part 3: Performance attribution -- Determinants of portfolio performance -- Determinants of portfolio performance II: an update -- Determinants of portfolio performance-20 years later -- Equity portfolio characteristics in performance analysis -- Mutual fund performance: does fund size matter? -- Multiperiod arithmetic attribution -- Optimized geometric attribution -- Custom factor attribution -- Return, risk, and performance attribution -- Global asset management and performance attribution -- Currency overlay in performance evaluation -- Part 4: Performance appraisal -- On the performance of hedge funds -- Funds of hedge funds: performance and persistence -- Hedge fund due diligence: putting together the pieces of the mosaic helps reveal operational risks -- Putting risk measurement in context: why one size -- Conditional performance evaluation, revisited -- Distinguishing true alpha from beta -- A portfolio performance index -- Approximating the confidence intervals for sharpe -- The statistics of sharpe ratios -- Risk-adjusted performance: the correlation correction -- Index changes and losses to index fund investors -- Information ratios and batting averages -- The information ratio -- Does asset allocation policy explain 40, 90, or 100 percent of performance? -- Fund management changes and equity style shifts -- Managing performance: monitoring and transitioning managers -- Does the emperor wear clothes or not? the final word (or almost) on the parable of investment management -- Does historical performance predict future performance? -- Evaluating fund performance in a dynamic market -- Investment performance appraisal -- Thinking outside the box: Risk management firms put a creative spin on coupling theory with practice -- Part 5: Global investment performance standards -- Appendixes: Global investment performance standards (GIPSD) -- Corrections to GIPS standards 2005: last updated October 31, 2006. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | INVESTMENT ANALYSIS |
| 9 (RLIN) | 35774 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | INVESTMENTS |
| 9 (RLIN) | 35456 |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Jankowski, Todd |
| 9 (RLIN) | 205926 |
| 910 ## - ACQUISITION INFORMATION (SPU) | |
| Purchaser | ตลาดหลักทรัพย์แห่งประเทศไทย |
| Accession date | 210714 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Book |
| 998 ## - STAFF NAME (SPU) | |
| ผู้ลงรายการ | took 0714 |
| ผู้วิเคราะห์รายการ | took 0714 |
| 998 ## - STAFF NAME (SPU) | |
| ผู้ลงรายการ | nok 0814 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available | SET Publications | SPU Library, Bangkok (Main Campus) | SPU Library, Bangkok (Main Campus) | Floor 6: SET Corner | 10/08/2014 | 0.00 | HG 4529 L38I 2009 | F065653 | 16/08/2014 | 10/02/2017 | General Book | |||
| Available | SET Publications | SPU Library, Chonburi campus | SPU Library, Chonburi campus | 25/07/2014 | 0.00 | HG 4529 L38I 2009 | B008457 | 25/07/2014 | 10/02/2017 | General Book |