Bruce J. Feibel's Books

Investment Performance Measurement

By: Bruce J. Feibel

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Investment Performance Measurement

By: Bruce J. Feibel

Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measurement is a comprehensive guide that covers the subjects of performance and risk calculation, attribution, presentation, and interpretation. This information-packed book covers a wide range of related topics, including calculation of the returns earned by portfolios; measurement of the risks taken to earn these returns; measurement of the risk and return efficiency of the portfolio and other indicators of manager skill; and much more. By reviewing both the concepts of performance measurement and examples of how they are used, readers will gain the insight necessary to understand and evaluate the management of investment funds. Investment Performance Measurement makes extensive use of fully worked examples that supplement formulas and is a perfect companion to professional courses and seminars for analysts. Bruce J. Feibel, CFA, is Product Manager at Eagle Investment Systems, an investment management software provider located in Newton, Massachusetts. He is responsible for overseeing the development of Eagle's investment performance measurement, attribution, and AIMR/GIPS compliance software. Prior to joining Eagle, Mr. Feibel was a principal at State Street Global Advisors. He earned his BS in accounting from the University of Florida.

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Page Count

371

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471268496

ISBN 13

9780471268499

Complying with the Global Investment Performance Standards (GIPS)

By: Bruce J. Feibel,Karyn D. Vincent

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Complying with the Global Investment Performance Standards (GIPS)

By: Bruce J. Feibel,Karyn D. Vincent

The first and only comprehensive explanation of GIPS, including how to comply with and implement them While the CFA Institute has published Global Investment Performance Standards (GIPS) for years, there has never been a serious discussion of their implementation and best use. In this new book, that void is filled, and you'll quickly discover how to calculate, present, and interpret investment performance conforming to standards that are currently used in over thirty countries worldwide. Covering both the mathematics of relevant investment statistics and the policies and procedures for achieving and maintaining compliance, this book is a comprehensive guide to successfully using GIPS standards in today's turbulent investment environment. Chapters include information on GIPS fundamentals, performance composites, risk and dispersion measurement, and much more Examples are provided throughout, and supplemental formulas make the book usable as a reference Provides the detailed knowledge currently needed by a large group of investment professionals If you're in the field of finance, Complying with the Global Investment Performance Standards (GIPS) is a book you need to read.

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Page Count

274

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118093003

ISBN 13

9781118093009

Psychology and Evolution

The Origins of Mind

By: Bruce Bridgeman

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Psychology and Evolution

The Origins of Mind

By: Bruce Bridgeman

In recent years, evolutionary theory has been offering a framework that more and more psychologists are finding increasingly relevant to address one critical question: Why? Why do we behave, develop, and interact the way we do? Psychology and Evolution: The Origins of Mind introduces studen

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Page Count

401

Publisher

SAGE

Published Date

ISBN 10

0761924795

ISBN 13

9780761924791

Investment Performance Measurement

By: Bruce J. Feibel

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Investment Performance Measurement

By: Bruce J. Feibel

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Page Count

371

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471268496

ISBN 13

9780471268499

Market Neutral Strategies

By: Bruce I. Jacobs,Kenneth N. Levy

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Market Neutral Strategies

By: Bruce I. Jacobs,Kenneth N. Levy

An inside view of what makes market neutral strategies tick and how they can be implemented Market neutral strategies have gained attention for their potential to deliver positive returns regardless of the direction of underlying markets. As these strategies have built a record of good performance in recent years, their benefits have become apparent. Market Neutral Strategies draws on the wisdom and experience of professional practitioners to describe strategies that are being utilized by some of today's leading institutional investors. This book provides readers with an insider's view of what makes these strategies work and how they can be implemented successfully. Topics covered include long-short equity and convertibles, fixed income and merger arbitrage; the tax and ERISA implications of market neutral investing; and the failure of two notorious "market neutral" ventures, Askin Capital Management and Long-Term Capital Management. Bruce I. Jacobs (Florham Park, NJ) and Kenneth N. Levy are cofounders and principals of Jacobs Levy Equity Management, in Florham Park, New Jersey. They are coauthors of Equity Management: Quantitative Analysis for Stock Selection. Bruce Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is also the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes.

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Page Count

304

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471714445

ISBN 13

9780471714446

Quantitative Credit Portfolio Management

Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

By: Arik Ben Dor,Lev Dynkin,Jay Hyman,Bruce D. Phelps

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Quantitative Credit Portfolio Management

Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

By: Arik Ben Dor,Lev Dynkin,Jay Hyman,Bruce D. Phelps

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds—spread, liquidity, and Treasury yield curve risk—as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.

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Page Count

421

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118117697

ISBN 13

9781118117699

Book's by Bruce J. Feibel

Investment Performance Measurement

Investment Performance Measurement

Complying with the Global Investment Performance Standards (GIPS)

Complying with the Global Investment Performance Standards (GIPS)

Psychology and Evolution

Psychology and Evolution

Investment Performance Measurement

Investment Performance Measurement

Market Neutral Strategies

Market Neutral Strategies

Quantitative Credit Portfolio Management

Quantitative Credit Portfolio Management

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