This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been publi

This book contains the recent contributions of Edwin J Elton and Martin J Gruber to the field of investments. All of the articles in this book have been publish

Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the in

This paper provides a review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfol

Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performanc