Skip to main content

Performance Evaluation and Attribution of Security Portfolios

  • 1st Edition - December 17, 2012
  • Authors: Bernd R. Fischer, Russ Wermers
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 1 2 - 7 4 4 4 8 3 - 3
  • eBook ISBN:
    9 7 8 - 0 - 0 8 - 0 9 2 6 5 2 - 0

Just how successful is that investment?  Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (determining… Read more

Performance Evaluation and Attribution of Security Portfolios

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code needed.

Image of books

Institutional subscription on ScienceDirect

Request a sales quote

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.