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This Second Edition of Performance Attribution and Evaluation Volume Two: Analysis and Reporting explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes, providing a toolkit of attribution techniques for analyzing the performance of portfolio managers. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this volume‘s concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm’s investments.

. Features new changes to Global Investment Performance Standards (GIPS)
. Expands and updates all chapters, including new sections on the return calculation of derivatives
. Embodies a practical point of view and clear division of chapters

Produktinformation

  • Utgivningsdatum2026-03-13
  • Mått191 x 235 x undefined mm
  • Vikt450 g
  • FormatHäftad
  • SpråkEngelska
  • Antal sidor430
  • Upplaga2
  • FörlagElsevier Science
  • ISBN9780128183014
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  • Nyhet

Performance Evaluation and Attribution Volume One

Russ Wermers, Brian Singer, Bernd R. Fischer, USA) Wermers, Russ (Associate Professor of Finance, Smith School of Business, University of Maryland, is the co-CEO of Wealth Horizons Inc) Singer, Brian (Brian Singer, CFA, Germany) Fischer, Bernd R. (Managing Director of IDS GmbH, Analysis and Reporting Services (a subsidiary of Allianz SE), Frankfurt

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1 709 kr

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  • Nyhet

Performance Evaluation and Attribution Volume One

Russ Wermers, Brian Singer, Bernd R. Fischer, USA) Wermers, Russ (Associate Professor of Finance, Smith School of Business, University of Maryland, is the co-CEO of Wealth Horizons Inc) Singer, Brian (Brian Singer, CFA, Germany) Fischer, Bernd R. (Managing Director of IDS GmbH, Analysis and Reporting Services (a subsidiary of Allianz SE), Frankfurt

Häftad

1 709 kr