Investment Performance Attribution: A Guide to What it is, How to Calculate it and How to Use it

Spaulding, David

Ouvrage indisponible

Éditeur
McGraw-Hill Professional
Parution
février 2003
Format
Cartonné
Langue
Anglais
Dimensions
237 × 160 × 25 cm
EAN
9780071408851
  • Résumé

Provides an overview of analytical techniques used to evaluate portfolios, such as the excess return above (or below) the benchmark. A proper attribution tells us what caused the excess return, or where value was added or subtracted as a result of a manager's decisions. This book guides the reader in choosing an appropriate attribution model.
Bio de l'auteur
Sommaire / contenu
Nous vous suggérons aussi
Value Proposition Design: How to Create Products and Services Customers Want Osterwalder, Alexander Pigneur, Yves Papadakos, Patricia Bernarda, Gregory Papadakos, Trish CHF 49.90
Sprint: How to Solve Big Problems and Test New Ideas in Just 5 Days Knapp, John Knapp, Jake Zeratsky, John Kowitz, Braden
Retour en haut de page