Performance evaluation and attribution of security portfolios

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Bernd R Fischer, Russell Wermers

Ngôn ngữ: eng

ISBN-10: 0127444831

ISBN-13: 978-0127444833

Ký hiệu phân loại: 332.632042 Investment

Thông tin xuất bản: Oxford : Academic Press, 2013

Mô tả vật lý: xii, 711 p. : , ill. ; , 25 cm.

Bộ sưu tập: Xã hội, kinh tế, luật

ID: 145752

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 from the CFA Program curriculum.
Includes bibliographical references (p. 683-695) and index.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 71010608 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH