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Chapter 011, Indices and the Construction of Benchmarks

Bernd Fischer




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 | #4570728 in eBooks |  2012-12-17 |  2012-12-17 | File type: PDF

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NOTE: This is a single chapter excerpted from the book Performance Evaluation and Attribution of Security Portfolios, made available for individual purchase. Additional chapters, as well as the entire book, may be purchased separately.


Just how successful is that investment?  Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (determining individual results of the portfo...

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