Performance evaluation and attribution of security portfolios:
Just how successful is that investment? 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...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Weitere beteiligte Personen: | |
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Oxford
Academic Press
2013
|
| Schriftenreihe: | Handbooks in economics
|
| Schlagwörter: | |
| Links: | https://learning.oreilly.com/library/view/-/9780127444833/?ar |
| Zusammenfassung: | Just how successful is that investment? 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 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. Features practice problems from the CFA Program curriculum. |
| Beschreibung: | Includes bibliographical references (pages 683-695) and index. - Publisher supplied information; title not viewed |
| Umfang: | 1 Online-Ressource |
| ISBN: | 9780080926520 0080926525 9780127444833 |
Internformat
MARC
| LEADER | 00000cam a22000002 4500 | ||
|---|---|---|---|
| 001 | ZDB-30-ORH-04740552X | ||
| 003 | DE-627-1 | ||
| 005 | 20240228115115.0 | ||
| 007 | cr uuu---uuuuu | ||
| 008 | 191023s2013 xx |||||o 00| ||eng c | ||
| 020 | |a 9780080926520 |c electronic bk. |9 978-0-08-092652-0 | ||
| 020 | |a 0080926525 |c electronic bk. |9 0-08-092652-5 | ||
| 020 | |a 9780127444833 |9 978-0-12-744483-3 | ||
| 035 | |a (DE-627-1)04740552X | ||
| 035 | |a (DE-599)KEP04740552X | ||
| 035 | |a (ORHE)9780127444833 | ||
| 035 | |a (DE-627-1)04740552X | ||
| 040 | |a DE-627 |b ger |c DE-627 |e rda | ||
| 041 | |a eng | ||
| 072 | 7 | |a BUS |2 bisacsh | |
| 082 | 0 | |a 332.632042 |2 23 | |
| 100 | 1 | |a Fischer, Bernd R. |e VerfasserIn |4 aut | |
| 245 | 1 | 0 | |a Performance evaluation and attribution of security portfolios |c Bernd R. Fischer, Russ Wermers |
| 264 | 1 | |a Oxford |b Academic Press |c 2013 | |
| 300 | |a 1 Online-Ressource | ||
| 336 | |a Text |b txt |2 rdacontent | ||
| 337 | |a Computermedien |b c |2 rdamedia | ||
| 338 | |a Online-Ressource |b cr |2 rdacarrier | ||
| 490 | 0 | |a Handbooks in economics | |
| 500 | |a Includes bibliographical references (pages 683-695) and index. - Publisher supplied information; title not viewed | ||
| 520 | |a Just how successful is that investment? 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 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. Features practice problems from the CFA Program curriculum. | ||
| 650 | 0 | |a Investment analysis | |
| 650 | 0 | |a Investments |x Evaluation | |
| 650 | 4 | |a Analyse financière | |
| 650 | 4 | |a Investissements ; Évaluation | |
| 650 | 4 | |a BUSINESS & ECONOMICS ; Investments & Securities ; General | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Investments ; Evaluation | |
| 700 | 1 | |a Wermers, Russ |e MitwirkendeR |4 ctb | |
| 776 | 1 | |z 0127444831 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 0127444831 |
| 966 | 4 | 0 | |l DE-91 |p ZDB-30-ORH |q TUM_PDA_ORH |u https://learning.oreilly.com/library/view/-/9780127444833/?ar |m X:ORHE |x Aggregator |z lizenzpflichtig |3 Volltext |
| 912 | |a ZDB-30-ORH | ||
| 912 | |a ZDB-30-ORH | ||
| 951 | |a BO | ||
| 912 | |a ZDB-30-ORH | ||
| 049 | |a DE-91 | ||
Datensatz im Suchindex
| DE-BY-TUM_katkey | ZDB-30-ORH-04740552X |
|---|---|
| _version_ | 1821494909951016960 |
| adam_text | |
| any_adam_object | |
| author | Fischer, Bernd R. |
| author2 | Wermers, Russ |
| author2_role | ctb |
| author2_variant | r w rw |
| author_facet | Fischer, Bernd R. Wermers, Russ |
| author_role | aut |
| author_sort | Fischer, Bernd R. |
| author_variant | b r f br brf |
| building | Verbundindex |
| bvnumber | localTUM |
| collection | ZDB-30-ORH |
| ctrlnum | (DE-627-1)04740552X (DE-599)KEP04740552X (ORHE)9780127444833 |
| dewey-full | 332.632042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632042 |
| dewey-search | 332.632042 |
| dewey-sort | 3332.632042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02547cam a22005052 4500</leader><controlfield tag="001">ZDB-30-ORH-04740552X</controlfield><controlfield tag="003">DE-627-1</controlfield><controlfield tag="005">20240228115115.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">191023s2013 xx |||||o 00| ||eng c</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080926520</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-08-092652-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080926525</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-08-092652-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780127444833</subfield><subfield code="9">978-0-12-744483-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627-1)04740552X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)KEP04740552X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ORHE)9780127444833</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627-1)04740552X</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.632042</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Fischer, Bernd R.</subfield><subfield code="e">VerfasserIn</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Performance evaluation and attribution of security portfolios</subfield><subfield code="c">Bernd R. Fischer, Russ Wermers</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Oxford</subfield><subfield code="b">Academic Press</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Handbooks in economics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 683-695) and index. - Publisher supplied information; title not viewed</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Just how successful is that investment? 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 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. Features practice problems from the CFA Program curriculum.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Investment analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Investments</subfield><subfield code="x">Evaluation</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Analyse financière</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investissements ; Évaluation</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">BUSINESS & ECONOMICS ; Investments & Securities ; General</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments ; Evaluation</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Wermers, Russ</subfield><subfield code="e">MitwirkendeR</subfield><subfield code="4">ctb</subfield></datafield><datafield tag="776" ind1="1" ind2=" "><subfield code="z">0127444831</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">0127444831</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-91</subfield><subfield code="p">ZDB-30-ORH</subfield><subfield code="q">TUM_PDA_ORH</subfield><subfield code="u">https://learning.oreilly.com/library/view/-/9780127444833/?ar</subfield><subfield code="m">X:ORHE</subfield><subfield code="x">Aggregator</subfield><subfield code="z">lizenzpflichtig</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-ORH</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-ORH</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">BO</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-ORH</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
| id | ZDB-30-ORH-04740552X |
| illustrated | Not Illustrated |
| indexdate | 2025-01-17T11:21:53Z |
| institution | BVB |
| isbn | 9780080926520 0080926525 9780127444833 |
| language | English |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource |
| psigel | ZDB-30-ORH TUM_PDA_ORH ZDB-30-ORH |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Academic Press |
| record_format | marc |
| series2 | Handbooks in economics |
| spelling | Fischer, Bernd R. VerfasserIn aut Performance evaluation and attribution of security portfolios Bernd R. Fischer, Russ Wermers Oxford Academic Press 2013 1 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Handbooks in economics Includes bibliographical references (pages 683-695) and index. - Publisher supplied information; title not viewed Just how successful is that investment? 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 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. Features practice problems from the CFA Program curriculum. Investment analysis Investments Evaluation Analyse financière Investissements ; Évaluation BUSINESS & ECONOMICS ; Investments & Securities ; General Investments ; Evaluation Wermers, Russ MitwirkendeR ctb 0127444831 Erscheint auch als Druck-Ausgabe 0127444831 |
| spellingShingle | Fischer, Bernd R. Performance evaluation and attribution of security portfolios Investment analysis Investments Evaluation Analyse financière Investissements ; Évaluation BUSINESS & ECONOMICS ; Investments & Securities ; General Investments ; Evaluation |
| title | Performance evaluation and attribution of security portfolios |
| title_auth | Performance evaluation and attribution of security portfolios |
| title_exact_search | Performance evaluation and attribution of security portfolios |
| title_full | Performance evaluation and attribution of security portfolios Bernd R. Fischer, Russ Wermers |
| title_fullStr | Performance evaluation and attribution of security portfolios Bernd R. Fischer, Russ Wermers |
| title_full_unstemmed | Performance evaluation and attribution of security portfolios Bernd R. Fischer, Russ Wermers |
| title_short | Performance evaluation and attribution of security portfolios |
| title_sort | performance evaluation and attribution of security portfolios |
| topic | Investment analysis Investments Evaluation Analyse financière Investissements ; Évaluation BUSINESS & ECONOMICS ; Investments & Securities ; General Investments ; Evaluation |
| topic_facet | Investment analysis Investments Evaluation Analyse financière Investissements ; Évaluation BUSINESS & ECONOMICS ; Investments & Securities ; General Investments ; Evaluation |
| work_keys_str_mv | AT fischerberndr performanceevaluationandattributionofsecurityportfolios AT wermersruss performanceevaluationandattributionofsecurityportfolios |