EvaluationofPortfolioPerformance投资分析与投.pptVIP

Lecture Presentation Software to accompanyInvestment Analysis and Portfolio ManagementSeventh Editionby Frank K. Reilly Keith C. Brown Chapter 26 - Evaluation of Portfolio Performance Questions to be answered: What major requirements do clients expect from their portfolio managers? What can a portfolio manager do to attain superior performance? What is the peer group comparison method of evaluating an investor’s performance? Chapter 26 - Evaluation of Portfolio Performance What is the Treynor portfolio performance measure? What is the Sharpe portfolio performance measure? What is the cr