Performance Evaluation and Attribution of Security Portfolios by Bernd R. Fischer
English | 28 Dec. 2012 | ISBN: 0127444831 | 710 Pages | PDF | 21 MB
English | 28 Dec. 2012 | ISBN: 0127444831 | 710 Pages | PDF | 21 MB
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.