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Performance Evaluation And Attribution Of Security Portfolios

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Performance Evaluation and Attribution of Security Portfolios

Performance Evaluation and Attribution of Security Portfolios Book
Author : Bernd R. Fischer,Russ Wermers
Publisher : Academic Press
Release : 2012-12-31
ISBN : 0080926525
Language : En, Es, Fr & De

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Book Description :

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 formerly from the CFA Program curriculum.

Performance Evaluation

Performance Evaluation Book
Author : Bernd R. Fischer,Russ Wermers
Publisher : Academic Press
Release : 2020-09-01
ISBN : 0128182989
Language : En, Es, Fr & De

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Book Description :

Performance Evaluation, Second Edition, presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012) this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model and the new models of Fama and French; new examples; and new work on qualitative considerations used in performance evaluation. Highly detailed, Performance Evaluation, Second Edition, combines academic rigor with practical applications and guidance for applications of diverse approaches. Adds four new chapters; every other chapter has been expanded and updated Presents new material for special types of funds (target-date funds, ETFs), addressing the needs of fund managers Examines advanced topics on financial evaluation such as derivatives and benchmarking

Performance Attribution History and Progress

Performance Attribution  History and Progress Book
Author : Carl R. Bacon
Publisher : CFA Institute Research Foundation
Release : 2019-12-23
ISBN : 1944960902
Language : En, Es, Fr & De

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Book Description :

The objective of performance attribution is to explain portfolio performance relative to a benchmark, identify the sources of excess return, and relate those sources to active decisions by the portfolio manager. This review charts the development of attribution from its beginning with Fama decomposition in the 1970s, through its foundations in the 1980s, into its issues of multiperiod and multicurrency attribution in the 1990s, and ending on its more detailed models for fixed-income and risk-adjusted attribution in recent years. Types of attribution (including returns based, holdings based, and transaction based) are also discussed as is money-weighted attribution and developments associated with notional funds.

Portfolio Theory and Performance Analysis

Portfolio Theory and Performance Analysis Book
Author : Noel Amenc,Veronique Le Sourd
Publisher : John Wiley & Sons
Release : 2005-01-21
ISBN : 0470858753
Language : En, Es, Fr & De

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Book Description :

For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory. In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession. Allows the professionals, whether managers or investors, to take a step back and clearly separate true innovations from mere improvements to well-known, existing techniques Puts into context the importance of innovations with regard to the fundamental portfolio management questions, which are the evolution of the investment management process, risk analysis and performance measurement Takes the explicit or implicit assumptions contained in the promoted tools into account and, by so doing, evaluate the inherent interpretative or practical limits

Global Portfolios

Global Portfolios Book
Author : Robert Z. Aliber,Brian R. Bruce
Publisher : Irwin Professional Pub
Release : 1991
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

BUSINESS/ECONOMICS

International Bond Portfolio Management

International Bond Portfolio Management Book
Author : Leonard Ingrams
Publisher : Unknown
Release : 1989
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download International Bond Portfolio Management book written by Leonard Ingrams, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Wall Street Computer Review

Wall Street Computer Review Book
Author : Anonim
Publisher : Unknown
Release : 1986-12
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Wall Street Computer Review book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Wall Street Technology

Wall Street   Technology Book
Author : Anonim
Publisher : Unknown
Release : 2000
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Wall Street Technology book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Investments

Investments Book
Author : Zvi Bodie,Alex Kane,Alan J. Marcus
Publisher : Unknown
Release : 2005
ISBN : 9780071239356
Language : En, Es, Fr & De

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Book Description :

Download Investments book written by Zvi Bodie,Alex Kane,Alan J. Marcus, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Introduction to Investments

Introduction to Investments Book
Author : Haim Levy,Deborah Gunthorpe
Publisher : South-Western Pub
Release : 1999
ISBN : 9780538877374
Language : En, Es, Fr & De

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Book Description :

Written for a higher level undergraduate or MBA-level investments course, this text presents introductory investment topics from the viewpoint of an experienced portfolio manager. This approach covers the fundamentals of portfolio management (financial, securities markets, and investment management techniques, including financial engineering), and application of these techniques by professional investors. It is unsurpassed in its ability to bridge theory and application by using articles from the financial media as well as real-world mini-cases to illustrate concepts. A strong problem-solving approach is supported through solved sample problems and practice boxes throughout the text, and end-of-chapter problems and cases which use real world information and data.

Bondweek

Bondweek Book
Author : Anonim
Publisher : Unknown
Release : 1996
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Bondweek book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Modern Portfolio Theory

Modern Portfolio Theory Book
Author : Andrew Rudd,Henry K. Clasing
Publisher : Probus Publishing Company
Release : 1988
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Modern Portfolio Theory book written by Andrew Rudd,Henry K. Clasing, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

The Institutional Investor Focus on Investment Management

The Institutional Investor Focus on Investment Management Book
Author : Frank J. Fabozzi
Publisher : Unknown
Release : 1989
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download The Institutional Investor Focus on Investment Management book written by Frank J. Fabozzi, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Investment Management

Investment Management Book
Author : Frank J. Fabozzi
Publisher : Unknown
Release : 1995
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

This text ties together theory and practice with an institutional perspective.

Derivatives and portfolio management

Derivatives and portfolio management Book
Author : Anonim
Publisher : Unknown
Release : 2008
ISBN : 9780536342409
Language : En, Es, Fr & De

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Book Description :

Download Derivatives and portfolio management book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Guidelines for Foreign Exchange Reserve Management

Guidelines for Foreign Exchange Reserve Management Book
Author : International Monetary Fund
Publisher : International Monetary Fund
Release : 2005-04-15
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

This publication has been produced to accompany the IMF publication "Guidelines for Foreign Exchange Reserve Management" (2004, ISBN 1589062604) developed to help promote policies and practices that contribute to financial stability and transparency and to reduce external vulnerabilities of IMF member countries. It includes country case studies to illustrate the range of practices adopted and the evolution that has taken place in reserve management covered by the Guidelines.

CFA Level III Candidate Readings 2007

CFA Level III Candidate Readings  2007 Book
Author : Anonim
Publisher : Unknown
Release : 2006
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download CFA Level III Candidate Readings 2007 book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Investments

Investments Book
Author : Charles P. Jones
Publisher : Unknown
Release : 2002
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Details the variety of securities available, the markets in which they are traded, mechanics of securities training, and insight into the important concept of risk and return. * Examines portfolio analysis, valuation and management of stocks and bonds. * This edition also discusses investing on the internet throughout the book, and offers a helpful list of the best websites to visit.

2007 Level II CFA Program Curriculum

2007 Level II CFA Program Curriculum Book
Author : Anonim
Publisher : Unknown
Release : 2007
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download 2007 Level II CFA Program Curriculum book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.