Faculty

The first comprehensive coverage of portfolio management performance

June 4, 2024

Professors Pascal François (HEC Montréal) and Georges Hübner (HEC Liège) have just published The Complete Guide to Portfolio Performance: Appraise, Analyze, Act, which is the first ever comprehensive and practical coverage of portfolio management performance.

“We wrote this book to provide asset managers and investors with a unique and accessible tool that brings together all the knowledge needed to evaluate and improve portfolio performance.”

Pascal François

A reference work recommended by a leading expert

This book examines more than a hundred classic and modern performance measures, as well as analytical techniques such as statistical approaches, performance attribution and fund ratings. It provides a thorough understanding by incorporating concrete examples, detailed equations and additional resources.

The publication has also been exceptionally endorsed by William F. Sharpe, winner of the 1990 Nobel Prize in Economics, who is known for his capital asset pricing model and the famous performance measure that bears his name.

About the co-authors

Pascal François has been a professor in HEC Montréal’s Department of Finance since 2000. He is the founding director of the Canadian Derivatives Institute and former Co-Editor in Chief of the academic journal Finance. He has a PhD from Sorbonne University and ESSEC Business School. His areas of expertise include corporate finance, credit risk and debt pricing.
Georges Hübner holds a PhD from INSEAD and has been teaching finance at HEC Liège for over 25 years. He is a director of Belfius Bank and Belfius Asset Management, an expert member of the Investment Committee, CERN Pension Fund (Geneva) and founder of two financial technology firms: Gambit Financial Solutions and Sopiad.

For more information

The Complete Guide to Portfolio Performance: Appraise, Analyse, Act