Performance Evaluation and Attribution of Security Portfolios (eBook)

Bernd R. Fischer, Russ Wermers (Autoren)

eBook Download: PDF | EPUB

2012 | 1. Auflage
724 Seiten
Elsevier Science (Verlag)
978-0-08-092652-0 (ISBN)

Infos

Just how successful is that investment?ÿÿMeasuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (determining individual results of the portfolio's parts),ÿÿ In this book, a professor and an asset manager show readers how to use theories, applications, and real data to understandÿthese tools. Unlike others,ÿFischer and Wermersÿteachÿreaders howÿto pick the theories and applications that fit their specific needs.ÿÿWith material inspired by the recent financial crisis, Fischer and Wermers bring new clarity to defining investment success.ÿ - Gives readers the theories and the empirical tools to handle their own data - Features practice problems formerly from the CFA Program curriculum.

In 2009, Bernd Fischer was appointed to the position of Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE), one of the largest internationally operating providers of operational investment controlling services for institutional investors and asset managers. From 2000 to 2009, he was Global Head of Risk Controlling and Compliance in the central business segment Asset Management of Commerzbank AG and was also responsible for the operational Risk and Performance Controlling division of cominvest GmbH. Prior to this, he worked in the fields of Portfolio Analysis and Risk Controlling in the Asset Management division of Dresdner Bank. From 2000 to 2004, he was a member of the Investment Council of the CFA Institute. Dr. Fischer completed his degrees in Physics and Mathematics at the University of Cologne and was awarded his doctorate at the Florida Atlantic University (USA) in 1995.

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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), In this book, a professor and an asset manager show readers how to use theories, applications, and real data to understand these tools. Unlike others, Fischer and Wermers teach readers how to pick the theories and applications that fit their specific needs. With material inspired by the recent financial crisis, Fischer and Wermers bring new clarity to defining investment success. - Gives readers the theories and the empirical tools to handle their own data- Features practice problems formerly from the CFA Program curriculum.

Produkt-Details

• Erscheint lt. Verlag: 31.12.2012
• Sprache: englisch
• Themenwelt: Sachbuch/Ratgeber ► Beruf / Finanzen / Recht / Wirtschaft ► Geld / Bank / Börse
• Themenwelt: Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Themenwelt: Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
• ISBN-10: 0-08-092652-5 / 0080926525
• ISBN-13: 978-0-08-092652-0 / 9780080926520