| Benchmarks and investment management
|
2009 |
Siegel, Laurence B. |
| After-tax performance evaluation
|
2009 |
Poterba, James M. |
| Yield bogeys
|
2009 |
Ambrose, Brent William |
| Multiperiod arithmetic attribution
|
2009 |
Menchero, José |
| Custom factor attribution
|
2009 |
Menchero, José |
| Currency overlay in performance evaluation
|
2009 |
Paape, Conny |
| The statistics of sharpe ratios
|
2009 |
Lo, Andrew W. |
| Does asset allocation policy explain 40, 90, or 100 percent of performance?
|
2009 |
Ibbotson, Roger G. |
| Global investment performance standards
|
2009 |
Lawton, Philip |
| Taxable benchmarks : the complexity increases
|
2009 |
Price, Lee N. |
| Determinants of portfolio performance
|
2009 |
Brinson, Gary P. |
| Determinants of portfolio performance II : an update
|
2009 |
Brinson, Gary P. |
| Determinants of portfolio performance : 20 years later
|
2009 |
Hood, L. Randolph |
| Equity portfolio characteristics in performance analysis
|
2009 |
Gaudette, Stephen C. |
| Global asset management and performance attribution
|
2009 |
Karnosky, Denis S. |
| On the performance of hedge funds
|
2009 |
Liang, Bing |
| Putting risk measurement in context : why one size does not fit all
|
2009 |
Harrington, Cynthia |
| Index changes and losses to index fund investors
|
2009 |
Chen, Honghui |
| The information ratio
|
2009 |
Goodwin, Thomas Harry |
| Managing performance : monitoring and transitioning managers
|
2009 |
Wright, Louisa Weightman |
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