Performance evaluation. An introduction to asset pricing models
Returns-based performance evaluation models
Returns-based performance measures
Portfolio-holdings based performance evaluation
Combining portfolio-holdings-based and returns-based performance evaluation
Performance evaluation of non-normal portfolios
Fund manager selection using macroeconomic information
Multiple fund performance evaluation : the false discovery rate approach
Active management in mostly efficient markets : a survey of the academic literature
Performance analysis and reporting. Basic performance evaluation models
Indices and the construction of benchmarks
Attribution analysis for equity portfolios according to the Brinson approach
Attribution analysis for fixed income portfolios
Analysis of multi-asset class portfolios and hedge funds
Attribution analysis with derivatives
Global investment performance standards (GIPS).
