Performance Evaluation and Attribution of Security Portfolios
نام عام مواد
[Book]
ساير اطلاعات عنواني
:Includes Questions from the CFA Program Curriculum
نام نخستين پديدآور
/ by Bernd R. Fischer and Russell Wermers
وضعیت ویراست
وضعيت ويراست
1st ed
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Oxford, UK
نام ناشر، پخش کننده و غيره
: Academic Press
تاریخ نشرو بخش و غیره
, 2013.
مشخصات ظاهری
نام خاص و کميت اثر
xii, 711 p.
ساير جزييات
: ill.
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Print
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Bibliography
یادداشتهای مربوط به نمایه ها، چکیده ها و منابع اثر
يادداشت هاي مربوط به نمايه ها، چکيده ها و منابع
Index
یادداشتهای مربوط به مندرجات
متن يادداشت
Performance evaluation. An introduction to asset pricing models -- Returns-based performance evaluation models -- Returns-based performance measures -- Portfolio-holdings based performance evaluation -- Combining portfolio-holdings-based and returns-based performance evaluation -- Performance evaluation of non-normal portfolios -- Fund manager selection using macroeconomic information -- Multiple fund performance evaluation : the false discovery rate approach -- Active management in mostly efficient markets : a survey of the academic literature -- Performance analysis and reporting. Basic performance evaluation models -- Indices and the construction of benchmarks -- Attribution analysis for equity portfolios according to the Brinson approach -- Attribution analysis for fixed income portfolios -- Analysis of multi-asset class portfolios and hedge funds -- Attribution analysis with derivatives -- Global investment performance standards (GIPS) 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.
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Investment analysis
موضوع مستند نشده
Investments -- Evaluation
موضوع مستند نشده
سرمایهگذاری -- تجزبه و تحلیل
موضوع مستند نشده
سرمایهگذاری سرمایه-- ارزشیابی
رده بندی کنگره
شماره رده
HG4529
نشانه اثر
.
F57
,
P47
2013
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )