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- 2013370493 abstract "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.".
- 2013370493 contributor B12785125.
- 2013370493 contributor B12785126.
- 2013370493 created "c2013.".
- 2013370493 date "2013".
- 2013370493 date "c2013.".
- 2013370493 dateCopyrighted "c2013.".
- 2013370493 description "Includes bibliographical references (p. 683-695) and index.".
- 2013370493 description "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.".
- 2013370493 description "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)".
- 2013370493 extent "xii, 711 p. :".
- 2013370493 identifier "0127444831".
- 2013370493 identifier "9780127444833".
- 2013370493 identifier 2013370493-d.html.
- 2013370493 issued "2013".
- 2013370493 issued "c2013.".
- 2013370493 language "eng".
- 2013370493 publisher "Oxford : Academic Press,".
- 2013370493 subject "332.632042 23".
- 2013370493 subject "HG4529 .F57 2012".
- 2013370493 subject "Investment analysis.".
- 2013370493 subject "Investments Evaluation.".
- 2013370493 tableOfContents "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)".
- 2013370493 title "Performance evaluation and attribution of security portfolios / by Bernd R. Fischer and Russell Wermers.".
- 2013370493 type "text".