Performance Evaluation and Attribution of Security Portfolios
| Autor: | Fischer, Bernd R Wermers, Russ |
|---|---|
| EAN: | 9780127444833 |
| Sachgruppe: | Wirtschaft |
| Sprache: | Englisch |
| Seitenzahl: | 724 |
| Produktart: | Gebunden |
| Veröffentlichungsdatum: | 17.12.2012 |
| Schlagworte: | Business / Economics / Finance |
149,50 €*
Die Verfügbarkeit wird nach ihrer Bestellung bei uns geprüft.
Bücher sind in der Regel innerhalb von 1-2 Werktagen abholbereit.
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 Includes computer exercises that promote problem solving with various datasets Delivers more detail with greater focus and rigor than other books
Weitere Produkte vom selben Autor
