Performance Evaluation and Attribution of Security Portfolios

Performance Evaluation and Attribution of Security Portfolios

4.11 - 1251 ratings - Source

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 formerly from the CFA Program curriculum.attributes as investors PA-3 and PA-4, but that they do not generate similar levels of CS performance. ... (NoDur); wholesale, retail, and some services such as laundries and repair shops (Shops); telephone and television transmission ( Telcm);anbsp;...

Title:Performance Evaluation and Attribution of Security Portfolios
Author:Bernd R. Fischer, Russ Wermers
Publisher:Academic Press - 2012-12-31


You Must CONTINUE and create a free account to access unlimited downloads & streaming