Performance Evaluation and Attribution of Security Portfolios

Bernd R. Fischer, Russ Wermers

Anno: 2004
Rilegatura: Hardback
Pagine: 724 p.
Testo in English
Dimensioni: 240 x 197 mm
Peso: 1600 gr.
  • EAN: 9780127444833
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Descrizione
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 success.