Investors and academics have long sought for a way to compare the performance of portfolios on a risk-adjusted basis. If you can adjust for risk, you can directly compare the performance of portfolios ...

A reference for professionals and students of asset and wealth management. This book explores the essential topics of portfolio performance measurement in a realistic and rigorous way. Portfolio ...

MSCI’s multi-asset class performance analytics models enable measurement, attribution, and appraisal of portfolio performance. Portfolio managers need actionable insights that explain their portfolios ...

Amid challenging and volatile markets and negative stock performance in 2022, how can portfolio managers control portfolio liquidity risk effectively and maximise the returns from these investment ...

measurement and reporting was once considered one of the dark arts of portfolio management. Calculations were mysterious and everybody did them their own way. Unless clients dug deeply into the ...

Part three of a three-part guide for investment teams. In the first article in our series, we addressed how to prioritize the work you want to simplify. In the second article, we addressed how to ...

In the course of this study the consultants identified a number of key performance indicators being used within the various participating agencies that could help to answer these questions. These ...

Much has been written about the establishment and use of performance measurement systems. Ultimately, an effective performance measurement system should support informed decision making about the ...