株式会社極東書店トップ＞商品一覧＞ Performance Evaluation and Attribution of Security Portfolios.

商品詳細

Name: Performance Evaluation and Attribution of Security Portfolios.
Author: Fischer, Bernd R. / Wermers, R.
ISBN: 978-0-12-744483-3

Performance Evaluation and Attribution of Security Portfolios.

・ISBN 978-0-12-744483-3 hard

お気に入り ★★★

お問い合わせ

著者・編者	Fischer, Bernd R. / Wermers, R.,
出版社	(Academic Pr., US)
出版年月	2013
ページ数	711 pp.
言語	ENG
ニュース番号	＜584-715＞

解説

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.