個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Performance Measurement with Factor Models
內容大綱
Identifying an appropriate benchmark is an essential step in assessing a manager's performance. In the prospectus or fund advertising materials, a benchmark for the fund is typically identified, and the performance of the fund relative to that benchmark is given. The issue of concern is whether or not the benchmark provided has a similar risk profile to the fund.