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" Performance evaluation and attribution of security portfolios "
by Bernd Fischer, Russ Wermers
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BL
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| Record Number
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653391
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dltt
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| Main Entry
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Fischer, Bernd R
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| Title & Author
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Performance evaluation and attribution of security portfolios\ by Bernd Fischer, Russ Wermers
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| Edition Statement
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1st ed
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| Publication Statement
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Oxford, U.K. ; Waltham, Mass. :: Academic Press,, 2013
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| Page. NO
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1 online resource (1 v.) :: ill
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| ISBN
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9780080926520
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: 0080926525
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9780127444833
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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)
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| Subject
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Investment analysis
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| Subject
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Investments-- Evaluation
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| LC Classification
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HG4529.F57 2013
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| Added Entry
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Wermers, Russell
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Ohio Library and Information Network
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