The Journal of Performance Measurement Fall 2014 Volume19, Issue 1 (Digital)

$45.00

Inside This Issue – Fall 2014

  • Attributing the Risk and Return of Benchmark Misfit
  • Separating the Impact of Portfolio Management Decisions
  • The Journal Interview – Bernd Fisher
  • Why do we Abuse, Misuse, and Confuse Standard Deviation
  • Value at Risk and Expected Shortfall: A Primer
  • New Prospect Ratio: Application to Hedge Funds with Higher Order Moments

 

Inside This Issue - Fall 2014

  • Attributing the Risk and Return of Benchmark Misfit
    • DeWitt Miller, CFA, FRM, Wurts & Associates, Anil Rao, MSCI and Jose Menchero, Ph.D., CFA
  • Separating the Impact of Portfolio Management Decisions
    • Timothy P. Ryan, CIPM, FRM
  • The Journal Interview - Bernd Fisher
    • Bernd R. Fischer, Ph.D., IDS GmbH
  • Why do we Abuse, Misuse, and Confuse Standard Deviation
    • David D. Spaulding, DPS, CIPM
  • Value at Risk and Expected Shortfall: A Primer
    • Ben Sopranzetti, Ph.D., Rutgers Business School
  • New Prospect Ratio: Application to Hedge Funds with Higher Order Moments
    • Yasuaki Watanabe, Ph.D., Osaka and Kinki University

 

 

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