Performance evaluation and attribution of security portfolios:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford [u.a.]
Academic Press
2013
|
| Edition: | 1. ed. |
| Series: | Handbooks in economics series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 711 S. graph. Darst. |
| ISBN: | 0127444831 9780127444833 |
Staff View
MARC
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Record in the Search Index
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| adam_text | INTRODUCTION........................................................ii
PREFACE ............................................................v
Section 1 · Performance Evaluation
Chapter 1 An Introduction to Asset Pricing Models.................03
Chapter 2 Returns-Based Performance Evaluation Models.............27
Chapter 3 Returns-Based Performance Measures.................. 49
Chapter 4 Portfolio-Holdings Based Performance Evaluation.........83
Chapter 5 Combining Portfolio-Holdings-Based and
Returns-Based Performance Evaluation..................135
Chapter 6 Performance Evaluation of Non-Normal Portfolios........179
Chapter 7 Fund Manager Selection Using Macroeconomic
Information...........................................209
Chapter 8 Multiple Fund Performance Evaluation:
The False Discovery Rate Approach.....................251
Chapter 9 Active Management in Mostly Efficient Markets:
A Survey of the Academic Literature...................285
Section 2 · Performance Analysis and Reporting
Chapter 10 Basic Performance Evaluation Models....................313
Chapter 11 Indices and the Construction of Benchmarks.............367
Chapter 12 Attribution Analysis for Equity Portfolios According
to the Brinson Approach............................. 395
Chapter 13 Attribution Analysis for Fixed Income Portfolios.......491
Chapter 14 Analysis of Multi-Asset Class Portfolios and
Hedge Funds...........................................549
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|
| any_adam_object | 1 |
| author | Fischer, Bernd R. 1969- Wermers, Russ |
| author_GND | (DE-588)1051225485 (DE-588)171530055 |
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| author_role | aut aut |
| author_sort | Fischer, Bernd R. 1969- |
| author_variant | b r f br brf r w rw |
| building | Verbundindex |
| bvnumber | BV040692594 |
| classification_rvk | QK 810 |
| ctrlnum | (OCoLC)829742365 (DE-599)GBV719864100 |
| dewey-full | 332.632042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632042 |
| dewey-search | 332.632042 |
| dewey-sort | 3332.632042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| id | DE-604.BV040692594 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:31:49Z |
| institution | BVB |
| isbn | 0127444831 9780127444833 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025673303 |
| oclc_num | 829742365 |
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| owner_facet | DE-188 DE-N2 DE-384 |
| physical | XII, 711 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Academic Press |
| record_format | marc |
| series2 | Handbooks in economics series |
| spelling | Fischer, Bernd R. 1969- Verfasser (DE-588)1051225485 aut Performance evaluation and attribution of security portfolios by Bernd Fischer and Russ Wermers 1. ed. Oxford [u.a.] Academic Press 2013 XII, 711 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Handbooks in economics series Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Performance Kapitalanlage (DE-588)4219415-5 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 s Finanzanalyse (DE-588)4133000-6 s Performance Kapitalanlage (DE-588)4219415-5 s DE-188 Wermers, Russ Verfasser (DE-588)171530055 aut Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025673303&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Fischer, Bernd R. 1969- Wermers, Russ Performance evaluation and attribution of security portfolios Portfolio Selection (DE-588)4046834-3 gnd Performance Kapitalanlage (DE-588)4219415-5 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4219415-5 (DE-588)4133000-6 |
| title | Performance evaluation and attribution of security portfolios |
| title_auth | Performance evaluation and attribution of security portfolios |
| title_exact_search | Performance evaluation and attribution of security portfolios |
| title_full | Performance evaluation and attribution of security portfolios by Bernd Fischer and Russ Wermers |
| title_fullStr | Performance evaluation and attribution of security portfolios by Bernd Fischer and Russ Wermers |
| title_full_unstemmed | Performance evaluation and attribution of security portfolios by Bernd Fischer and Russ Wermers |
| title_short | Performance evaluation and attribution of security portfolios |
| title_sort | performance evaluation and attribution of security portfolios |
| topic | Portfolio Selection (DE-588)4046834-3 gnd Performance Kapitalanlage (DE-588)4219415-5 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| topic_facet | Portfolio Selection Performance Kapitalanlage Finanzanalyse |
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