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2

Practical portfolio performance measurement and attribution.

BACON Carl

WILEY

2008

384

134.77-BACON

PORTFOLIO MANAGEMENT ; FINANCIAL RISK ; DATA ANALYSIS ; INVESTMENT ; CASH FLOW ; CAPITAL ASSETS PRICING MODEL ; PERFORMANCE


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

ISBN 13 : 978-0-470-05928-9

Contents : Contents

Acknowledgements

1. Introduction
2. The Mathematics of Portfolio Return
3. Benchmarks
4. Risk
5. Performance Attribution
6. Multi-currency Attribution
7. Fixed Income Attribution
8. Multi-period Attribution
9. Further Attribution Issues
10. Performance Measurement for Derivatives
11. Performance Presentation Standards

Appendix

Language : English

Series : FINANCE

Print : 2ème

Place of publishing : TORONTO

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque