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 : 4/5 from 21 reviews
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Read or download book entitled Performance Evaluation and Attribution of Security Portfolios written by Bernd R. Fischer which was release on 31 December 2012, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: 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 and Attribution of Security Portfolios

Performance Evaluation and Attribution of Security Portfolios
  • Author : Bernd R. Fischer,Russ Wermers
  • Publisher : Academic Press
  • Release Date : 2022-03-15
  • Total pages : 400
  • ISBN : 0080926525
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Summary : Performance Analysis and Reporting, Second Edition explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed ...

Asset Management and Institutional Investors

Asset Management and Institutional Investors
  • Author : Ignazio Basile,Pierpaolo Ferrari
  • Publisher : Springer
  • Release Date : 2016-07-27
  • Total pages : 468
  • ISBN : 0080926525
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Summary : This book analyses investment management policies for institutional investors. It is composed of four parts. The first one analyses the various types of institutional investors, institutions which, with different objectives, professionally manage portfolios of financial and real assets on behalf of a wide variety of individuals. This part goes on ...

Portfolio Management in Practice Volume 3

Portfolio Management in Practice  Volume 3
  • Author : CFA Institute
  • Publisher : John Wiley & Sons
  • Release Date : 2020-11-11
  • Total pages : 496
  • ISBN : 0080926525
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Summary : Discover the latest essential resource on equity portfolio management for students and investment professionals. Part of the CFA Institute's three-volume Portfolio Management in Practice series, Equity Portfolio Management offers a fuller treatment of active versus passive equity investment strategies. This text outlines key topics in the portfolio management process with ...

CFA Program Curriculum 2017 Level II Volumes 1 6

CFA Program Curriculum 2017 Level II  Volumes 1   6
  • Author : CFA Institute
  • Publisher : John Wiley & Sons
  • Release Date : 2016-08-01
  • Total pages : 3424
  • ISBN : 0080926525
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Summary : Master the practical aspects of the CFA Program Curriculum with expert instruction for the 2017 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2017 Level II, Volumes 1-6 provides the complete Level II Curriculum for the 2017 exam, with ...

Portfolio Management

Portfolio Management
  • Author : Scott Stewart,Christopher D. Piros,Jeffrey Heisler
  • Publisher : Wiley
  • Release Date : 2019-03-26
  • Total pages : 720
  • ISBN : 0080926525
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Summary : A career’s worth of portfolio management knowledge in one thorough, efficient guide Professional Portfolio Management is an authoritativeguide for those who wish to manage money professionally. This invaluable resource presents effective portfolio management practices supported by their underlying theory, providing the tools and instruction required to meet investor objectives ...

CFA Program Curriculum 2018 Level II

CFA Program Curriculum 2018 Level II
  • Author : CFA Institute
  • Publisher : John Wiley & Sons
  • Release Date : 2017-08-02
  • Total pages : 3336
  • ISBN : 0080926525
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Summary : Master the practical aspects of the CFA Program Curriculum with expert instruction for the 2018 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2018 Level II, Volumes 1-6 provides the complete Level II Curriculum for the 2018 exam, with ...

CFA Program Curriculum 2020 Level II Volumes 1 6 Box Set

CFA Program Curriculum 2020 Level II Volumes 1 6 Box Set
  • Author : CFA Institute
  • Publisher : John Wiley & Sons
  • Release Date : 2019-08-12
  • Total pages : 212
  • ISBN : 0080926525
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Summary : Master the practical aspects of the CFA Program curriculum with expert instruction for the 2020 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2020 Level II, Volumes 1-6 provides the complete Level II curriculum for the 2020 exam, with ...

Investment Performance Measurement

Investment Performance Measurement
  • Author : Philip Lawton, CIPM,Todd Jankowski, CFA
  • Publisher : John Wiley & Sons
  • Release Date : 2009-05-18
  • Total pages : 984
  • ISBN : 0080926525
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Summary : Investment Performance Measurement Over the past two decades, the importance of measuring, presenting, and evaluating investment performance results has dramatically increased. With the growth of capital market data services, the development of quantitative analytical techniques, and the widespread acceptance of Global Investment Performance Standards (GIPS®), this discipline has emerged as ...

Investment Decisions and the Logic of Valuation

Investment Decisions and the Logic of Valuation
  • Author : Carlo Alberto Magni
  • Publisher : Springer Nature
  • Release Date : 2020-02-11
  • Total pages : 742
  • ISBN : 0080926525
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Summary : This book presents a new approach to the valuation of capital asset investments and investment decision-making. Starting from simple premises and working logically through three basic elements (capital, income, and cash flow), it guides readers on an interdisciplinary journey through the subtleties of accounting and finance, explaining how to correctly ...

CFA Program Curriculum 2019 Level II Volumes 1 6 Box Set

CFA Program Curriculum 2019 Level II Volumes 1 6 Box Set
  • Author : CFA Institute
  • Publisher : John Wiley & Sons
  • Release Date : 2018-08-24
  • Total pages : 3504
  • ISBN : 0080926525
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Summary : Master the practical aspects of the CFA Program curriculum with expert instruction for the 2019 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2019 Level II, Volumes 1-6 provides the complete Level II curriculum for the 2019 exam, with ...

Modern Portfolio Theory and Investment Analysis

Modern Portfolio Theory and Investment Analysis
  • Author : Edwin J. Elton,Martin J. Gruber,Stephen J. Brown,William N. Goetzmann
  • Publisher : John Wiley & Sons
  • Release Date : 2009-11-16
  • Total pages : 752
  • ISBN : 0080926525
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Summary : An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition behind the subject matter while presenting advanced concepts of investment analysis and ...

Investments

Investments
  • Author : Haim Levy,Thierry Post
  • Publisher : Pearson Education
  • Release Date : 2005
  • Total pages : 914
  • ISBN : 0080926525
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Summary : Investments offers a topical and thorough introduction to securities, securities markets and investment strategies, discussing in detail the various ways in which you can minimise risk and maximise yields. Recent years have witnessed a revolution in the field of finance and investment in the capital market, with the market becoming ...

Mutual Funds and Exchange Traded Funds

Mutual Funds and Exchange Traded Funds
  • Author : Halil Kiymaz
  • Publisher : Oxford University Press, USA
  • Release Date : 2015-11-18
  • Total pages : 664
  • ISBN : 0080926525
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Summary : This publication offers a synthesis of the theoretical and empirical literature primarily on mutual funds but also discusses related investment vehicles, especially ETFs. Noted scholars and practitioners write chapters in their areas of expertise....

Portfolio Theory and Management

Portfolio Theory and Management
  • Author : H. Kent Baker,Greg Filbeck
  • Publisher : Oxford University Press
  • Release Date : 2013-03-07
  • Total pages : 767
  • ISBN : 0080926525
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Summary : Portfolio Theory and Management examines the foundations of portfolio management with the contributions of financial pioneers up to the latest trends. The book discusses portfolio theory and management both before and after the 2007-2008 financial crisis. It takes a global focus by highlighting cross-country differences and practices....