Performance Evaluation and Attribution of Security Portfolios (Handbooks in Economics (Academic Press))

5 avg rating
( 2 ratings by Goodreads )
 
9780127444833: Performance Evaluation and Attribution of Security Portfolios (Handbooks in Economics (Academic Press))

Just how talented are your investment managers?  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 very latest scientific 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
  • Chapter-end problems build understanding
  • Filled with examples that size-up real asset managers
  • Includes extensive discussion and numerical examples of the widely used DGTW stock benchmark portfolios
  • Features practice problems from the CFA Program curriculum.

"synopsis" may belong to another edition of this title.

From the Author:

According to TheCityUK estimates, the global fund management industry oversaw $118 trillion in assets at the end of 2012, most of it in actively managed funds that charge higher fees than index funds. Are these managers worth their fees?  To address this question in a scientific way, this book presents the latest statistical approaches in an easily understandable and very readable text.  That is, no math is spared, but the main themes of the text are very understandable without the math. The reader will have access to the latest peer-reviewed scientific techniques developed by top finance academics worldwide, in a book that distills hundreds of academic papers into their most important messages.

From the Back Cover:

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. 

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Bernd R. Fischer, Russ Wermers
Published by Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0127444831 ISBN 13: 9780127444833
New Hardcover Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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. Bookseller Inventory # EOD9780127444833

More Information About This Seller | Ask Bookseller a Question

Buy New
98.74
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

FISCHER, BERND; WERMERS, RUSS
Published by Academic Press (2012)
ISBN 10: 0127444831 ISBN 13: 9780127444833
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2012. Hardback. Book Condition: NEW. 9780127444833 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE01199325

More Information About This Seller | Ask Bookseller a Question

Buy New
95
Convert Currency

Add to Basket

Shipping: 8
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

FISCHER, BERND; WERMERS, RUSS
Published by Academic Press (2012)
ISBN 10: 0127444831 ISBN 13: 9780127444833
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2012. Hardback. Book Condition: NEW. 9780127444833 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0895407

More Information About This Seller | Ask Bookseller a Question

Buy New
95
Convert Currency

Add to Basket

Shipping: 8
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Fischer, Bernd R., Wermers, Russ
Published by Academic Press (2012)
ISBN 10: 0127444831 ISBN 13: 9780127444833
New Hardcover Quantity Available: 2
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Academic Press, 2012. Hardcover. Book Condition: New. Never used!. Bookseller Inventory # P110127444831

More Information About This Seller | Ask Bookseller a Question

Buy New
146.85
Convert Currency

Add to Basket

Shipping: 1.51
Within U.S.A.
Destination, Rates & Speeds

5.

Bernd R. Fischer; Russ Wermers
Published by Academic Press (2012)
ISBN 10: 0127444831 ISBN 13: 9780127444833
New Hardcover First Edition Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Academic Press, 2012. Hardcover. Book Condition: New. book. Bookseller Inventory # M0127444831

More Information About This Seller | Ask Bookseller a Question

Buy New
156.87
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

6.

Fischer, Bernd R./ Wermers, Russ
Published by Academic Pr (2012)
ISBN 10: 0127444831 ISBN 13: 9780127444833
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Academic Pr, 2012. Hardcover. Book Condition: Brand New. 1st edition. 724 pages. 9.75x8.00x1.75 inches. In Stock. Bookseller Inventory # zk0127444831

More Information About This Seller | Ask Bookseller a Question

Buy New
164.06
Convert Currency

Add to Basket

Shipping: 6
From United Kingdom to U.S.A.
Destination, Rates & Speeds