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e-book : Practical portfolio performance measurement and attribution.

Ebook

BACON Carl

WILEY

2008

402

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

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