عنوان

Performance Evaluation and Attribution of Security Portfolios

کد کشور

IR

شماره

988246

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

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

وضعيت ويراست

1st ed

محل نشرو پخش و غیره

Oxford, UK

نام ناشر، پخش کننده و غيره

: Academic Press

تاریخ نشرو بخش و غیره

, 2013.

نام خاص و کميت اثر

xii, 711 p.

ساير جزييات

: ill.

متن يادداشت

Print

متن يادداشت

Bibliography

يادداشت هاي مربوط به نمايه ها، چکيده ها و منابع

Index

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 مستند نشده

Investment analysis

موضوع مستند نشده

Investments -- Evaluation

موضوع مستند نشده

سرمایه‌گذاری -- تجزبه و تحلیل

موضوع مستند نشده

سرمایه‌گذاری سرمایه-- ارزشیابی

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Fischer, Bernd R.

مستند نام اشخاص تاييد نشده

Wermers, Russell

کشور

ایران

سازمان

Library of Foreign Languages and Islamic resource

شماره دسترسي

42

نام الکترونيکي

42.pdf

وضعیت فهرست نویسی

old catalog

فرمت انتشار

p

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y