Practical Portfolio Performance Measurement and Attribution: with CD–ROM
Price: 87,53 €
(as of Aug 26, 2021 16:09:41 UTC – Details)
Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today′s financial environment, enabling readers to apply their knowledge with immediate effect.
Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk–adjusted performance measures for hedge funds plus updates on presentation standards. Complete with a CD containing worked examples for the majority of exhibits, the book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.
Éditeur :John Wiley & Sons; 2nd Edition (16 mai 2008)
Langue :Anglais
Relié :400 pages
ISBN-10 :0470059281
ISBN-13 :978-0470059289
Poids de l’article :830 g
Dimensions :17.65 x 2.82 x 25.15 cm