Performance Evaluation and Attribution of Security Portfolios (ePub)

Name: Performance Evaluation and Attribution of Security Portfolios
Brand: Elsevier Science & Techn.
SKU: 52459161
Price: 118.00 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autoren: Bernd R. Fischer , Russ Wermers

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Performance Evaluation and Attribution of Security Portfolios, Bernd R. Fischer, Russ Wermers

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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.

Autoren-Porträt von Bernd R. Fischer, Russ Wermers

In 2009, Bernd Fischer was appointed to the position of Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE), one of the largest internationally operating providers of operational investment controlling services for institutional investors and asset managers. From 2000 to 2009, he was Global Head of Risk Controlling and Compliance in the central business segment Asset Management of Commerzbank AG and was also responsible for the operational Risk and Performance Controlling division of cominvest GmbH. Prior to this, he worked in the fields of Portfolio Analysis and Risk Controlling in the Asset Management division of Dresdner Bank. From 2000 to 2004, he was a member of the Investment Council of the CFA Institute. Dr. Fischer completed his degrees in Physics and Mathematics at the University of Cologne and was awarded his doctorate at the Florida Atlantic University (USA) in 1995.

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Bibliographische Angaben

Autoren: Bernd R. Fischer , Russ Wermers
2012, 724 Seiten, Englisch
Verlag: Elsevier Science & Techn.
ISBN-10: 0080926525
ISBN-13: 9780080926520
Erscheinungsdatum: 31.12.2012

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Dateiformat: ePub
Größe: 21 MB
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Englisch

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Pressezitat

"The authors provide an excellent comprehensive treatment, running from widely used traditional measures all the way to methods pushing the knowledge frontier, complemented with practical information such as global reporting standards. As such, this book is a valuable resource for anyone facing the important challenge of evaluating the performance of investment managers."

--Robert F. Stambaugh,The Wharton School of the University of Pennsylvania.

"Wermers and Fischer provide a timely review of a rapidly developing subject, pitched at roughly the advanced MBA level. It is particularly strong and useful in its coverage of holdings-based performance measurement. This is where the field is going, making the book a must-read."

--Wayne Ferson, University of Southern California

"An excellent in-depth review of state-of-the-art approaches to performance evaluation and attribution. A worthwhile read for both academics and practitioners."

--Lubos Pastor,University of Chicago

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