e-book : Practical portfolio performance measurement and attribution.
Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...
eISBN : 0470778059
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
Print : 2ème
Place of publishing : TORONTO
Location : Nice Library
Material : Electronic
Statement : Présent
Owner : Bibliothèque