Fischer, Bernd R. (Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE),..., Kartoniert / Broschiert

Klappentext

Performance Evaluation and Attribution Volume One: Asset Pricing and Models, Second Edition , presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012), this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model and the new models of Fama and French, new examples, and new work on qualitative considerations. This highly detailed new edition combines academic rigor with practical applications and guidance for applications of diverse approaches.