Performance Evaluation & Attribution of Security Portfolios (BOK)

Bernd R. Fischer, Russ Wermers

1 279,00 1 27900
Sendes vanligvis innen 7-15 dager
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.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2004 Forfatter Bernd R. Fischer, Russ Wermers
ISBN 9780127444833
Antall sider 724 Dimensjoner 19,7cm x 24cm x 3,9cm
Vekt 1000 gram Leverandør Bertram Trading Ltd
Emner og form Business mathematics & systems