Practical portfolio performance : measurement and attribution /

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Bacon, Carl R.
Format: Electronic eBook
Language:Inglés
Published: Chichester, England ; Hoboken, NJ : Wiley, ©2008.
Edition:2nd ed.
Subjects:
Investment analysis.
Portfolio management.
Business enterprises > Finance.
Corporations > Finance.
Analyse financière.
Gestion de portefeuille.
BUSINESS & ECONOMICS > Investments & Securities > General.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 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.

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