Over the years numerous portfolio performance measures have been proposed. In general they are designed to capture some particular enhancement that might result

Numerous measures have been proposed to gauge the performance of active management. Unfortunately, these measures can be gamed. Our article shows that gaming ca

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

Traditional performance measures are based on the mean-variance framework. Emerging literature in performance evaluation is concerned with other moments of retu

An intuitive and effective desk reference for performance measurement in asset and wealth management In The Complete Guide to Portfolio Performance: Appraise, A