Performance evaluation and attribution of security portfolios
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 theo...
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| Otros Autores: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Oxford :
Academic Press
2013.
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| Edición: | 1st ed |
| Colección: | Handbooks in economics
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628846906719 |
| Sumario: | 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 suc |
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| Notas: | "Includes questions from the CFA Program curriculum"--Cover. |
| Descripción Física: | 1 online resource (725 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781283891868 9780080926520 |
