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Performance evaluation and attribution of security portfolios / by Bernd Fischer and Russell Wermers.
- Format:
- Book
- Author/Creator:
- Fischer, Bernd.
- Series:
- Handbooks in economics
- Language:
- English
- Subjects (All):
- Investment analysis.
- Investments--Evaluation.
- Investments.
- Performance--Measurement.
- Performance.
- Physical Description:
- 1 online resource (725 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Oxford : Academic Press, 2013.
- Language Note:
- English
- System Details:
- text file
- Summary:
- Just how successful is that investment? Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (determining individual results of the portfolio's parts), In this book, a professor and an asset manager show readers how to use theories, applications, and real data to understand these tools. Unlike others, Fischer and Wermers teach readers how to pick the theories and applications that fit their specific needs. With material inspired by the recent financial crisis, Fischer and Wermers bring new clarity to defining investment suc
- Contents:
- section 1. Performance evaluation
- section 2. Performance analysis and reporting.
- Notes:
- "Includes questions from the CFA Program curriculum"--Cover.
- Includes bibliographical references and index.
- ISBN:
- 9781283891868
- 1283891867
- 9780080926520
- 0080926525
- OCLC:
- 823724327
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