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Investment Performance Measurement (Frank J. Fabozzi Series)

Average customer rating:

Great reference book
Shelf worthy but not authoritative
Basic to Advanced
Best book on investment performance measurement
Clear and Concise

Investment Performance Measurement (Frank J. Fabozzi Series)
Bruce J. Feibel
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471268496

Book Description

Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measurement is a comprehensive guide that covers the subjects of performance and risk calculation, attribution, presentation, and interpretation. This information-packed book covers a wide range of related topics, including calculation of the returns earned by portfolios; measurement of the risks taken to earn these returns; measurement of the risk and return efficiency of the portfolio and other indicators of manager skill; and much more. By reviewing both the concepts of performance measurement and examples of how they are used, readers will gain the insight necessary to understand and evaluate the management of investment funds. Investment Performance Measurement makes extensive use of fully worked examples that supplement formulas and is a perfect companion to professional courses and seminars for analysts.

Bruce J. Feibel, CFA, is Product Manager at Eagle Investment Systems, an investment management software provider located in Newton, Massachusetts. He is responsible for overseeing the development of Eagle's investment performance measurement, attribution, and AIMR/GIPS compliance software. Prior to joining Eagle, Mr. Feibel was a principal at State Street Global Advisors. He earned his BS in accounting from the University of Florida.

Customer Reviews:

Great reference book.......2007-05-03

I'm taking the Investments course within the Certified Financial Planner program. This book really helped clarify many of the terms and formulas we had to learn. The Mayo text covers the material, but from a more academic slant. I just wish I had bought the Feibel book well before the class started. It may not be technical enough for graduate students in Finance or people who normally read scholarly papers on investment theory. But for everyone else, like individual investors or people going back to school learning investing fundmentals, it's a great reference.

Shelf worthy but not authoritative.......2006-11-11

This book provides the novice a moderate reference to world of investment performance reporting, ala performance reporting 101.

As an IT management consult I can comfortably say there is no one authoritative reference on anything. That said, this text while historically and technically accurate does not represent nor provide meaningful examples of contemporary best practices.

Also, absent from the text are key discussions I would have benefited: the opportunities availed to a modern organization for large-scale automated computations - rather than all manual processes; linkages to the consumers of the performance information in various communities from client wealth tiers, brokerage operations, and financial advisers, analysts and money managers; and best practices for some of the new product and security types more prevalent in the 2006 era.

Basic to Advanced.......2006-03-11

This book is very well thought out and takes it step by step from basic to advanced.

The really good thing about it is that it shows you how it looks in Excel which means it helps with how it would be entered into a computer.

Best book on investment performance measurement.......2004-02-24

I have read many books on this subject. This book is the best. It's well written, easy to understand, but in much detail.

Some other books only cover some calculation of returns, but this book covers all the subjects that matter to investment performance measurement: Return Measurement, Risk Measurement, Efficiency and Skill Measurement, Performance Attribution and Performance Presentation.

This book is not expensive. Good value for your money.

Anne-Mei-Ling
Indexfund Investment Group BV analyst

Clear and Concise.......2004-02-05

Excellent presentation of performance measurement. Great for the novice to advanced reader. Very concise yet thorough as well as a focused text. Calculations are clear with plenty of examples which makes this text very user-friendly. The reader can quickly begin to implement the formulas. Highly recommend to anyone interested in this important topic.

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