Practical portfolio performance : measurement and attribution /

Mostrar otras versiones (2)
Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bacon, Carl R.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, NJ : Wiley, ©2008.
Edición:2nd ed.
Temas:
Investment analysis.
Portfolio management.
Business enterprises > Finance.
Corporations > Finance.
Analyse financière.
Gestion de portefeuille.
BUSINESS & ECONOMICS > Investments & Securities > General.
Corporations > Finance
Business enterprises > Finance
Investment analysis
Portfolio management
Acceso en línea:Texto completo
Texto completo
Tabla de Contenidos:
  • The mathematics of portfolio return
  • Benchmarks
  • Risk
  • Performance attribution
  • Multi-currency attribution
  • Fixed income attribution
  • Multi-period attribution
  • Further attribution issues
  • Performance measurement for derivatives
  • Performance presentation standards.

Ejemplares similares