Practical portfolio performance measurement and attribution / Carl R Bacon

Von:

Bacon, Carl R [VerfasserIn]

Mitwirkende(r):

John Wiley & Sons [Verlag]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Verlag: Hoboken, NJ : Wiley, 2023Auflage: Third editionBeschreibung: 1 Online-Ressource (1 online resource)ISBN:

9781119831976
1119831970

Schlagwörter:

Andere physische Formen: 9781119831969. | 1119831962. | 9781119831952. | 1119831954. | 9781119831945. | 9781119831945 | Erscheint auch als: Practical portfolio performance measurement and attribution. Druck-Ausgabe Hoboken, NJ : Wiley, 2023DDC-Klassifikation:

332.6

LOC-Klassifikation:

HG4529

Online-Ressourcen:

Zugang im Netz des KIT

Zusammenfassung: Front Matter -- Introduction -- The Asset Management Industry -- The Mathematics of Portfolio Return -- Benchmarks -- Risk -- Return Attribution -- Performance Presentation Standards -- Bringing It All Together -- Glossary of Key Terms -- Simple Attribution -- Multi-Currency Attribution Methodology -- Bibliography -- About the Author -- IndexZusammenfassung: "Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behavior of a portfolio of assets, communicate with clients and determine how performance can be improved. The process of adding value via benchmarking, asset allocation, security analysis, portfolio construction, and executing transactions is collectively described as the investment decision process. There are many stakeholders in the investment decision process; this book focuses on the investors or owners of capital and the firms managing their assets (asset managers or individual portfolio managers)"--PPN: PPN: 1882637216Package identifier: Produktsigel: ZDB-4-NLEBK | BSZ-4-NLEBK-KAUB

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