Performance evaluation and attribution of security portfolios /
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...
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| Format: | eBook |
| Language: | English |
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Oxford :
Academic Press,
2013.
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| Series: | Handbooks in economics.
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| Online Access: | Connect to the full text of this electronic book |
| 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 success. Gives readers the theories and the empirical tools to handle their own data. Features practice problems from the CFA Program curriculum. |
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| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references (pages 683-695) and index. |
| ISBN: | 9780080926520 0080926525 |