Performance Evaluation and Attribution Volume Two
Analysis and Reporting
Paperback Engels 2026 2e druk 9780128183014Samenvatting
This Second Edition of Performance Evaluation and Attribution Volume Two: Analysis and Reporting explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes, providing a toolkit of attribution techniques for analyzing the performance of portfolio managers. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this volume‘s concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm’s investments.
Specificaties
Lezersrecensies
Inhoudsopgave
CHAPTER 2 Passive and active portfolio management
and the characteristics of benchmarks
CHAPTER 3 Attribution analysis for equity portfolios
CHAPTER 4 Introduction to multicurrency performance
attribution
CHAPTER 5 Attribution analysis for fixed income
portfolios
CHAPTER 6 Analysis of multiasset class portfolios and
hedge funds
CHAPTER 7 Attribution analysis with derivatives
CHAPTER 8 Global Investment Performance Standards (GIPS)
David D. Spaulding
Appendix A: Calculating estimated transaction costs
on
Appendix B: Shortcomings of The aggregate method for
composite returns
Appendix C: What is meant by time-weighting?
Appendix D: How to create carve-outs?
Anderen die dit kochten, kochten ook
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Corné Kimenai€ 139,- -
Jelte Kinderman€ 58,95
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Teresa Bradley€ 86,16
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Brenda de Zeeuw€ 43,95
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Karen Hao€ 32,25
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Brené Brown€ 24,75
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