Portfolio Management: Analyzing and Generating Returns

Andrew Clare and Chris Wagstaff

Chapter Chapter 14 in The Trustee Guide to Investment, 2011, pp 347-389 from Palgrave Macmillan

Abstract: Abstract Understand the methodology behind and differences between money-weighted and time-weighted rates of return. Know the methods by which equity indices are constructed and the shortcomings of each method. Know the characteristics of an effective benchmark. Know how to decompose fund manager performance and better understand the sources of portfolio performance. Understand the methodologies that underpin the process of performance evaluation. Appreciate the advantages and limitations of both active and passive fund management.

Keywords: Fund Manager; Portfolio Management; Asset Class; Equity Index; Active Fund (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-36187-4_14

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DOI: 10.1057/9780230361874_14

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