MARC details
| 000 -LEADER |
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| fixed length control field |
02882cam a2200361 a 4500 |
| 001 - ACCESSION NUMBER |
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| control field |
19068 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
CUTN |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20150619120747.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
130516s2013 enka e b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2013370493 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0127444831 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780127444833 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)ocn826808164 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
AU@ |
| Language of cataloging |
eng |
| Transcribing agency |
AU@ |
| Modifying agency |
OCLCO |
| -- |
CDX |
| -- |
MOU |
| -- |
DLC |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
lccopycat |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG4529 |
| Item number |
.F57 2012 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.632042 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Fischer, Bernd R. |
| 245 10 - TITLE STATEMENT |
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| Title |
Performance evaluation and attribution of security portfolios / |
| Statement of responsibility, etc |
by Bernd R. Fischer and Russell Wermers. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Oxford : |
| Name of publisher, distributor, etc |
Academic Press, |
| Date of publication, distribution, etc |
c2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 711 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 683-695) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
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) |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investment analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investments |
| General subdivision |
Evaluation. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Wermers, Russell. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy1311/2013370493-d.html">http://www.loc.gov/catdir/enhancements/fy1311/2013370493-d.html</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
copycat |
| d |
2 |
| e |
ncip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
General Books |
