| ชื่อเรื่อง | : | What has the manager done for me? A value-based approach to performance analysis. |
| นักวิจัย | : | Bagot, Gordon , Armitage, Seth |
| คำค้น | : | econonics |
| หน่วยงาน | : | Edinburgh Research Archive, United Kingdom |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2545 |
| อ้างอิง | : | http://hdl.handle.net/1842/1834 |
| ที่มา | : | - |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | CFMR , 02.05 |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | In many circumstances it is unsatisfactory to measure portfolio performance using time-weighted rates of return. There are well known problems with performance attribution analysis using time-weighted returns in a multi-interval context and it is impossible to measure the contribution of a portfolio's manager to the wealth of an individual investor. This paper shows that measurement of outcomes in terms of value solves the problems of multi-interval attribution analysis and enables precise customised assessment to be made of the manager's contribution for each investor. Working with values is also simple and transparent. |
| บรรณานุกรม | : |
Bagot, Gordon , Armitage, Seth . (2545). What has the manager done for me? A value-based approach to performance analysis..
กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom . Bagot, Gordon , Armitage, Seth . 2545. "What has the manager done for me? A value-based approach to performance analysis.".
กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom . Bagot, Gordon , Armitage, Seth . "What has the manager done for me? A value-based approach to performance analysis.."
กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom , 2545. Print. Bagot, Gordon , Armitage, Seth . What has the manager done for me? A value-based approach to performance analysis.. กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom ; 2545.
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