Practical portfolio performance measurement and attribution /
"Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behavior of a portfolio of assets, communicate...
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Hoboken, NJ :
Wiley,
2023.
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Edition: | Third edition. |
Series: | Wiley finance
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Subjects: | |
Online Access: | Texto completo (Requiere registro previo con correo institucional) |
Table of Contents:
- Front Matter
- Introduction
- The Asset Management Industry
- The Mathematics of Portfolio Return
- Benchmarks
- Risk
- Return Attribution
- Performance Presentation Standards
- Bringing It All Together
- Glossary of Key Terms
- Simple Attribution
- Multi-Currency Attribution Methodology
- Bibliography
- About the Author
- Index