【证券投资组合】Performance Evaluation and Attribution of Security Portfolios

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

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

by Bernd R. Fischer  (Author), Russ Wermers  (Author)



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.

此版本在原文本的基础上做了一定的修复：
Performance Evaluation and Attribution of Security Portfolios.pdf (21.06 MB, 需要: 10 个论坛币)

2016-10-1 01:42:57 上传

需要: 10 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏6 回帖

关键词：performance Attribution Evaluation Portfolios Performan

感谢分享      

thanks ...

VVery good sharing~

很有用的书 谢谢