Performance Evaluation and Attribution of Security Portfolios's front cover

Performance Evaluation and Attribution of Security Portfolios

Hardcover
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Genre:Textbook
Language : English
Published: December 28, 2012
Edition:5th

Hardcover

ISBN13:9780127444833
ISBN10:0127444831
Dimensions:7.81 x 9.32 x 1.54 inches
Weight:1 g

About the Book

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). This book shows readers how to use theories, applications, and real data to understand these tools.