Kommande
Familj
Pocket
Performance Attribution Volume 2
Brian Singer • Russ Wermers • Bernd R Fischer • Bernd R Fischer
1619:-
Kommande
Utgivningsdatum
01 oktober 2025
Performance Attribution Volume 2: Analysis and Reporting, Second Edition explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes. 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), its concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm's investments.
- Format: Pocket/Paperback
- ISBN: 9780128183014
- Språk: Engelska
- Antal sidor: 350
- Utgivningsdatum: 2025-10-01
- Förlag: Elsevier Science Publishing Co Inc