000			03459nam a2200325 4500
005			20250613002719.0
008			140725s2009 nyu eng
020			_a9780470395028
040			_aSPU
049			_bSPU-CHN SPU-BK
050	0	0	_aHG 4529 _bL38I 2009
100	0		_aLawton, Philip _9205924
245	1	0	_aInvestment performance measurement : evaluating and presenting results / _cPhilip Lawton _h[book]
260			_aHoboken, N.J. : _bJohn Wiley & Sons, _c2009
300			_axi, 970 p. : _bill ; _c26 cm.
490		0	_aCFA Institute investment perspectives series _9205925
449		0	_a110200
449		0	_a110202
449		0	_a110210
500			_aIncludes bibliographical references and index
505	0		_aIntroduction -- 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	_aINVESTMENT ANALYSIS _935774
650		0	_aINVESTMENTS _935456
700	1	0	_aJankowski, Todd _9205926
910			_aตลาดหลักทรัพย์แห่งประเทศไทย _c210714
942			_cGEN
998			_atook 0714 _btook 0714
998			_anok 0814
999			_c169675