Abstract: Accurate measurement of portfolio return is very important to the overall investment management process. Apart from knowing how well or otherwise the portfolio is doing, it can help the investor and investment manager to decide whether or not the investment strategy is working. Sometimes, the portfolio's return is the basis on which the investment manager is remunerated. But possibly the most important function of measuring and analysing portfolio return is to help investors to compare investment managers and strategies.KeywordsPeriod ReturnTracking ErrorReturn VariationPortfolio ReturnIndustry GroupThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Publication Year: 2002
Publication Date: 2002-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
Access and Citation
Cited By Count: 1
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