000 | 02882cam a2200361 a 4500 | ||
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001 | 19068 | ||
003 | CUTN | ||
005 | 20150619120747.0 | ||
008 | 130516s2013 enka e b 001 0 eng d | ||
010 | _a 2013370493 | ||
020 | _a0127444831 | ||
020 | _a9780127444833 | ||
035 | _a(OCoLC)ocn826808164 | ||
040 |
_aAU@ _beng _cAU@ _dOCLCO _dCDX _dMOU _dDLC |
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042 | _alccopycat | ||
050 | 0 | 0 |
_aHG4529 _b.F57 2012 |
082 | 0 | 4 |
_a332.632042 _223 |
100 | 1 | _aFischer, Bernd R. | |
245 | 1 | 0 |
_aPerformance evaluation and attribution of security portfolios / _cby Bernd R. Fischer and Russell Wermers. |
250 | _a1st ed. | ||
260 |
_aOxford : _bAcademic Press, _cc2013. |
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300 |
_axii, 711 p. : _bill. ; _c25 cm. |
||
504 | _aIncludes bibliographical references (p. 683-695) and index. | ||
505 | 0 | _aPerformance 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 | _aJust 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 | _aInvestment analysis. | |
650 | 0 |
_aInvestments _xEvaluation. |
|
700 | 1 | _aWermers, Russell. | |
856 | 4 | 2 |
_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy1311/2013370493-d.html |
906 |
_a7 _bcbc _ccopycat _d2 _encip _f20 _gy-gencatlg |
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942 |
_2ddc _cBOOKS |
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999 |
_c15232 _d15232 |