Complying with the Global Investment Performance Standards (GIPS) Bruce J. Feibel, Karyn D. Vincent ISBN: 978-0-470-40092-0 252 pages August 2011 Read an Excerpt |
Description The first and only comprehensive explanation of GIPS,including how to comply with and implement them While the CFA Institute has published Global InvestmentPerformance Standards (GIPS) for years, there has never been aserious discussion of their implementation and best use.
In this new book, that void is filled, and you'll quicklydiscover how to calculate, present, and interpret investmentperformance conforming to standards that are currently used in overthirty countries worldwide. Covering both the mathematics ofrelevant investment statistics and the policies and procedures forachieving and maintaining compliance, this book is a comprehensiveguide to successfully using GIPS standards in today's turbulentinvestment environment.
- Chapters include information on GIPS fundamentals, performancecomposites, risk and dispersion measurement, and muchmore
- Examples are provided throughout, and supplemental formulasmake the book usable as a reference
- Provides the detailed knowledge currently needed by a largegroup of investment professionals