The Journal of Performance Measurement Fall 2014 Volume19, Issue 1 (Digital)
$45
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
