Performance Evaluation and Attribution of Security Portfolios

Written By Bernd R. Fischer
Performance Evaluation and Attribution of Security Portfolios
  • Publsiher : Academic Press
  • Release : 31 December 2012
  • ISBN : 0080926525
  • Pages : 724 pages
  • Rating : /5 from reviews
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Download or read book entitled Performance Evaluation and Attribution of Security Portfolios by author: Bernd R. Fischer which was release on 31 December 2012 and published by Academic Press with total page 724 pages . This book available in PDF, EPUB and Kindle Format. 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.

Performance Evaluation and Attribution of Security Portfolios

Performance Evaluation and Attribution of Security Portfolios
  • Author : Bernd R. Fischer,Russ Wermers
  • Publisher : Academic Press
  • Release Date : 2012-12-31
  • Total pages : 724
  • ISBN : 0080926525
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Summary : 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, ...

Performance Evaluation

Performance Evaluation
  • Author : Bernd R. Fischer,Russ Wermers
  • Publisher : Academic Press
  • Release Date : 2020-09-01
  • Total pages : 500
  • ISBN : 0080926525
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Summary : Performance Evaluation, Second Edition, presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012) this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment ...

Performance Attribution History and Progress

Performance Attribution  History and Progress
  • Author : Carl R. Bacon
  • Publisher : CFA Institute Research Foundation
  • Release Date : 2019-12-23
  • Total pages : 64
  • ISBN : 0080926525
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Summary : The objective of performance attribution is to explain portfolio performance relative to a benchmark, identify the sources of excess return, and relate those sources to active decisions by the portfolio manager. This review charts the development of attribution from its beginning with Fama decomposition in the 1970s, through its foundations ...

Portfolio Theory and Performance Analysis

Portfolio Theory and Performance Analysis
  • Author : Noel Amenc,Veronique Le Sourd
  • Publisher : John Wiley & Sons
  • Release Date : 2005-01-21
  • Total pages : 280
  • ISBN : 0080926525
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Summary : For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on ...

Wall Street Technology

Wall Street   Technology
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2000
  • Total pages : 212
  • ISBN : 0080926525
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Summary : Read online Wall Street Technology written by , published by which was released on 2000. Download full Wall Street Technology Books now! Available in PDF, ePub and Kindle....

Global Portfolios

Global Portfolios
  • Author : Robert Z. Aliber,Brian R. Bruce
  • Publisher : Irwin Professional Pub
  • Release Date : 1991
  • Total pages : 350
  • ISBN : 0080926525
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Summary : BUSINESS/ECONOMICS...

Investments

Investments
  • Author : Zvi Bodie,Alex Kane,Alan J. Marcus
  • Publisher : Unknown
  • Release Date : 2005
  • Total pages : 1090
  • ISBN : 0080926525
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Summary : Read online Investments written by Zvi Bodie,Alex Kane,Alan J. Marcus, published by which was released on 2005. Download full Investments Books now! Available in PDF, ePub and Kindle....

Wall Street Computer Review

Wall Street Computer Review
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1986-12
  • Total pages : 212
  • ISBN : 0080926525
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Summary : Read online Wall Street Computer Review written by , published by which was released on 1986-12. Download full Wall Street Computer Review Books now! Available in PDF, ePub and Kindle....

International Bond Portfolio Management

International Bond Portfolio Management
  • Author : Leonard Ingrams
  • Publisher : Unknown
  • Release Date : 1989
  • Total pages : 190
  • ISBN : 0080926525
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Summary : Read online International Bond Portfolio Management written by Leonard Ingrams, published by which was released on 1989. Download full International Bond Portfolio Management Books now! Available in PDF, ePub and Kindle....

Investment Management

Investment Management
  • Author : Frank J. Fabozzi
  • Publisher : Unknown
  • Release Date : 1995
  • Total pages : 780
  • ISBN : 0080926525
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Summary : This text ties together theory and practice with an institutional perspective....

Guidelines for Foreign Exchange Reserve Management

Guidelines for Foreign Exchange Reserve Management
  • Author : International Monetary Fund
  • Publisher : International Monetary Fund
  • Release Date : 2005-04-15
  • Total pages : 199
  • ISBN : 0080926525
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Summary : This publication has been produced to accompany the IMF publication "Guidelines for Foreign Exchange Reserve Management" (2004, ISBN 1589062604) developed to help promote policies and practices that contribute to financial stability and transparency and to reduce external vulnerabilities of IMF member countries. It includes country case studies to illustrate the range of ...

Bondweek

Bondweek
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1996
  • Total pages : 212
  • ISBN : 0080926525
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Summary : Read online Bondweek written by , published by which was released on 1996. Download full Bondweek Books now! Available in PDF, ePub and Kindle....

Modern Portfolio Theory

Modern Portfolio Theory
  • Author : Andrew Rudd,Henry K. Clasing
  • Publisher : Probus Publishing Company
  • Release Date : 1988
  • Total pages : 525
  • ISBN : 0080926525
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Summary : Read online Modern Portfolio Theory written by Andrew Rudd,Henry K. Clasing, published by Probus Publishing Company which was released on 1988. Download full Modern Portfolio Theory Books now! Available in PDF, ePub and Kindle....

Directory of Pension Funds and Their Investment Managers

Directory of Pension Funds and Their Investment Managers
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2008
  • Total pages : 212
  • ISBN : 0080926525
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Summary : Largest pension and tax-exempt funds....

CFA Level III Candidate Readings 2007

CFA Level III Candidate Readings  2007
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2006
  • Total pages : 212
  • ISBN : 0080926525
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Summary : Read online CFA Level III Candidate Readings 2007 written by , published by which was released on 2006. Download full CFA Level III Candidate Readings 2007 Books now! Available in PDF, ePub and Kindle....