عنوان

Performance Evaluation and Attribution of Security Portfolios

Country Code

IR

Number

988246

.Language of Text, Soundtrack etc

انگلیسی

Country of publication

IR

Title Proper

Performance Evaluation and Attribution of Security Portfolios

General Material Designation

[Book]

Other Title Information

:Includes Questions from the CFA Program Curriculum

First Statement of Responsibility

/ by Bernd R. Fischer and Russell Wermers

Edition Statement

1st ed

Place of Publication, Distribution, etc.

Oxford, UK

Name of Publisher, Distributor, etc.

: Academic Press

Date of Publication, Distribution, etc.

, 2013.

Specific Material Designation and Extent of Item

xii, 711 p.

Other Physical Details

: ill.

Text of Note

Print

Text of Note

Bibliography

Name of source

Index

Text of Note

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.

Investment analysis

Investments -- Evaluation

سرمایه‌گذاری -- تجزبه و تحلیل

سرمایه‌گذاری سرمایه-- ارزشیابی

Class number

Book number

Fischer, Bernd R.

Wermers, Russell

Country

ایران

Agency

Library of Foreign Languages and Islamic resource

Access number

42

Electronic name

42.pdf

old catalog

p

BL

1

a

Y