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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Bibliographic Details
Main Author: Fischer, Bernd R.
Corporate Author: ScienceDirect (Online service)
Other Authors: Wermers, Russ
Format: eBook
Language:English
Published: Oxford : Academic Press, 2013.
Series:Handbooks in economics.
Subjects:
Online Access:Connect to the full text of this electronic book