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ments is, however, an important consideration in the measurement of after-tax performance, which is covered in 6 For each subsequent period, the ending market value for the previous period is used as the starting market value for the next period The justi cation for this practice is that we assume that the investment cycle begins afresh with each valuation period, and it is the current market value at the beginning of the period that is put at risk in the next period Our return calculation makes no reference to gains realized on security sales during the period In fact the fund beginning and ending market values include both unrealized and realized gains and losses generated by trading within the fund during the measurement period.

Model A Mean square error Mean absolute error Relative square error Relative absolute error Correlation coef cient Square correlation coef cient 1.42 0.874 0.342 0.52 0.811 0.658

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Consider a fund with this record of activity: December 31, 2000 Owns 100 shares Stock A priced at $1 per share = $100 MVB January 31, 2001 Stock A is worth $110 for a (10/100 = 10%) return in January February 28, 2001 Stock A is worth $115 for a (5/110 = 455%) return in February March 1, 2001 50 shares of Stock A are sold for $115 per share, a net amount of $5750 The realized gain on the sale is $750 ($5750 $50 = $750) 10 Shares of Stock B at $575 a share are purchased with the proceeds March 31, 2001 Stock A is worth (50 shares $1 = $50) Stock B is worth (10 shares $5 = $50) The total fund is worth $100, for a ( 15/115 = 1304%) loss in March Exhibit 2.

2 shows that we do not explicitly use the realized gain of $750 in the return calculation for March The realized gain on the sale of Stock A was committed to the purchase of Stock B, which was then valued at the end of the period The point of this example is that even though we explicitly calculate the unrealized market value change during period, this market value change implicitly includes any realized gains/losses on securities sold during the period It is possible that the manager would take the sale proceeds and not turn them over into a new investment In this case, we still do not include the realized gain explicitly in the return calculation Instead, we include the cash received on the sale in the total fund market value calculation..

Message-driven beans are the recommended choice for implementing serverside messaging in J2EE. Because they are EJBs, message-driven beans gain all the same benefits from the container management. They are very simple to write compared to other types of EJBs, and we ll cover them in detail in 10, Implementing an EJB Container.

A Pelton turbine (PT) is a turbine of free ow (action). The potential energy of the water becomes kinetic energy through injectors and control of the needles that

/********************************************************************************** calcLookBackPutFixedStrike : This function computes the value of a oating lookback put [in] double price : asset price double strike : strike price double barrier : barrier price double rate : risk-free interest rate double div : dividend yield double vol : volatility double T : time to maturity int N : number of time steps char exercise : A merican or E uropean [out] double : value of up and out put **********************************************************************************/

200 300 400 500

= 3/ 2 = 3 =1 4.334 4.472 4.535 4.548 4.556 4.558 4.563 Black-Scholes 4.568 4.568 4.568 4.568 4.568 4.568 4.568

The EXTRACTELEMENT function uses three arguments:

Listing 6.2 Generated C# source code. (continued)

3. After considering the industries, we calculate the security selection effect as the difference between the industry level returns weighted by the industry weight within the portfolio. In our case, security selection decisions led to a detraction of 0.553% from the total value added.

SimpleEntityClient client = new SimpleEntityClient(); client.show(); } }

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