Portfolio Performance Measurement and Benchmarking, Chapter 26 - Russell Style Index Methodology

Jon A. Christopherson, David R. Carino, Wayne E. Ferson

McGraw Hill Professional

2009

14 páginas

28m

ISBN-13: 9780071733328

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.