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eISBN : 9780080926520

Sommaire : Introduction to the Series
Performance Evaluation and Attribution of Security Portfolios
Copyright
Preface
Contents
SECTION 1 Performance Evaluation
1 An Introduction to Asset ¬Pricing Models
2 Returns-Based Performance Evaluation Models
3 Returns-Based Performance Measures
4 Portfolio-Holdings Based Performance Evaluation
5 Combining Portfolio-Holdings-Based and Returns-Based Performance Evaluation (and the "Return Gap")
6 Performance Evaluation of Non-Normal Portfolios
7 Fund Manager Selection Using Macroeconomic Information
8 Multiple Fund Performance Evaluation: The False Discovery Rate Approach
9 Active Management in Mostly Efficient Markets: A Survey of the Academic Literature
11 Indices and the Construction of Benchmarks
12 Attribution Analysis for Equity Portfolios According to the Brinson Approach
13 Attribution Analysis for Fixed Income Portfolios
14 Analysis of Multi-Asset Class Portfolios and Hedge Funds
15 Attribution Analysis with Derivatives
16 Global Investment Performance Standards (GIPS)

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque