Performance Evaluation and Attribution of Security Portfolios

Business & Finance, Finance & Investing, Banks & Banking, Personal Finance, Money Management
Cover of the book Performance Evaluation and Attribution of Security Portfolios by Bernd R. Fischer, Russ Wermers, Elsevier Science
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Author: Bernd R. Fischer, Russ Wermers ISBN: 9780080926520
Publisher: Elsevier Science Publication: December 31, 2012
Imprint: Academic Press Language: English
Author: Bernd R. Fischer, Russ Wermers
ISBN: 9780080926520
Publisher: Elsevier Science
Publication: December 31, 2012
Imprint: Academic Press
Language: English

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.
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. 

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