| Jumping on the benchmark bandwagon : benchmark methodologies are the subject of vigorous debate
|
2009 |
Detamore-Rodman, Crystal |
| Optimized geometric attribution
|
2009 |
Menchero, José |
| Return, risk, and performance attribution
|
2009 |
Terhaar, Kevin |
| Funds of hedge funds : performance and persistence
|
2009 |
Beckers, Stan |
| Hedge fund due diligence : putting together the pieces of the mosaic helps reveal operational risks
|
2009 |
Harrington, Cynthia |
| A portfolio performance index
|
2009 |
Stutzer, Michael J. |
| Approximating the confidence intervals for sharpe style weights
|
2009 |
Lobosco, Angelo |
| Thinking outside the box : risk management firms put a creative spin on coupling theory with practice
|
2009 |
Trammell, Susan |
| 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. |
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