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

This authoritative book enables readers to evaluate the variousperformance and risk attributes of mutual funds, while also servingas a comprehensive resource fo

During the last decades the globalization, the intensified competition and the rapid changes in the socio-economic and technological environment had a major imp

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

The multidimensional nature of mutual fund performance makes it a very attractive application area for Data Envelopment Analysis. The strength of this technique