Classics in Investment Performance Measurement

by Gary P. Brinson, Franco Modigliani, Peter O. Dietz

The field of investment performance measurement has finally arrived as a serious profession and segment of the investment industry. in the past few years we've seen the introduction of a formal certification program for performance measurement professionals, the creation of job titles such as "performance analyst" and "global head of performance," and the expansion beyond simply calculating returns. But even with this growth, much of what is done results from articles that were published many years ago and are in many cases quite difficult to come by. Classics in Investment Performance Measurement offes you tremendous insights into the industry's pioneers and leading thinkers. The editors have, for the first time, brought together fundamental, foundational articles that all serious investment performance professionals should be familiar with. This text will serve for both educational and reference purposes. The articles were chosen by the editors using various criteria, including original sources, creative concepts, and fundamentals.

Hardcover

Published January 1, 2009

About the author

Gary P. Brinson is a former investor and money manager. He is the founder of Brinson Partners a Chicago-based asset management firm acquired in 1994 by Swiss Bank Corporation, the predecessor of UBS, and Adams Street Partners. Prior to retiring in 2000, Brinson would run the asset management division of Swiss Bank Corporation and later UBS Global Asset Management.
He is the co-author of two books on global investing and has authored numerous articles on an array of investment topics. Brinson has been called one of the investment field's "Living Legends" alongside investors such as George Russell, Jr., Warren Buffett, and Bill Gross.