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| 001 | 000045941803 | |
| 005 | 20180528101902 | |
| 006 | m d | |
| 007 | cr | |
| 008 | 121213s2013 enka ob 001 0 eng d | |
| 020 | ▼a 9780080926520 (electronic bk.) | |
| 020 | ▼a 0080926525 (electronic bk.) | |
| 035 | ▼a (OCoLC)821039504 ▼z (OCoLC)823724327 ▼z (OCoLC)847591165 ▼z (OCoLC)892917662 | |
| 040 | ▼a OPELS ▼b eng ▼e pn ▼c OPELS ▼d OCLCO ▼d COO ▼d CDX ▼d IDEBK ▼d FTU ▼d EBLCP ▼d YDXCP ▼d N$T ▼d E7B ▼d OCLCO ▼d OCLCF ▼d OCLCQ ▼d UMI ▼d DEBBG ▼d DEBSZ ▼d OCLCQ ▼d OCLCA ▼d MERUC ▼d OCLCQ ▼d 211009 | |
| 049 | ▼a TEFA | |
| 050 | 0 0 | ▼a HG4529 ▼b .F57 2012 |
| 082 | 0 4 | ▼a 332.632042 ▼2 23 |
| 084 | ▼a 332.632042 ▼2 DDCK | |
| 090 | ▼a 332.632042 ▼b F529p | |
| 100 | 1 | ▼a Fischer, Bernd R. |
| 245 | 1 0 | ▼a Performance evaluation and attribution of security portfolios ▼h [electronic resource] / ▼c by Bernd R. Fischer and Russell Wermers. |
| 260 | ▼a Oxford : ▼b Academic Press, ▼c 2013. | |
| 300 | ▼a 1 online resource (ix, 715 p.) : ▼b ill. | |
| 490 | 1 | ▼a Handbooks in economics |
| 500 | ▼a Title from e-Book title page. | |
| 504 | ▼a Includes bibliographical references (p. 683-695) and index. | |
| 505 | 0 | ▼a Performance evaluation. An introduction to asset pricing models -- Returns-based performance evaluation models -- Returns-based performance measures -- Portfolio-holdings based performance evaluation -- Combining portfolio-holdings-based and returns-based performance evaluation -- Performance evaluation of non-normal portfolios -- Fund manager selection using macroeconomic information -- Multiple fund performance evaluation : the false discovery rate approach -- Active management in mostly efficient markets : a survey of the academic literature -- Performance analysis and reporting. Basic performance evaluation models -- Indices and the construction of benchmarks -- Attribution analysis for equity portfolios according to the Brinson approach -- Attribution analysis for fixed income portfolios -- Analysis of multi-asset class portfolios and hedge funds -- Attribution analysis with derivatives -- Global investment performance standards (GIPS). |
| 520 | ▼a 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 from the CFA Program curriculum. | |
| 530 | ▼a Issued also as a book. | |
| 538 | ▼a Mode of access: World Wide Web. | |
| 650 | 0 | ▼a Investment analysis. |
| 650 | 0 | ▼a Investments ▼x Evaluation. |
| 700 | 1 | ▼a Wermers, Russ. |
| 830 | 0 | ▼a Handbooks in economics. |
| 856 | 4 0 | ▼3 ScienceDirect ▼u https://oca.korea.ac.kr/link.n2s?url=http://www.sciencedirect.com/science/book/9780127444833 |
| 945 | ▼a KLPA | |
| 991 | ▼a E-Book(소장) |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/e-Book 컬렉션/ | 청구기호 CR 332.632042 F529p | 등록번호 E14002550 | 도서상태 대출불가(열람가능) | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Introduction p. ii Preface p. v Section 1 Performance Evaluation Chapter 1 An Introduction to Asset Pricing Models p. 03 Chapter 2 Returns-Based Performance Evaluation Models p. 27 Chapter 3 Returns-Based Performance Measures p. 49 Chapter 4 Portfolio-Holdings Based Performance Evaluation p. 83 Chapter 5 Combining Portfolio-Holdings-Based and Returns-Based Performance Evaluation p. 135 Chapter 6 Performance Evaluation of Non-Normal Portfolios p. 179 Chapter 7 Fund Manager Selection Using Macroeconomic Information p. 209 Chapter 8 Multiple Fund Performance Evaluation: The False Discovery Rate Approach p. 251 Chapter 9 Active Management in Mostly Efficient Markets: A Survey of the Academic Literature p. 285 Section 2 Performance Analysis and Reporting Chapter 10 Basic Performance Evaluation Models p. 313 Chapter 11 Indices and the Construction of Benchmarks p. 367 Chapter 12 Attribution Analysis for Equity Portfolios According to the Brinson Approach p. 395 Chapter 13 Attribution Analysis for Fixed Income Portfolios p. 491 Chapter 14 Analysis of Multi-Asset Class Portfolios and Hedge Funds p. 549 Chapter 15 Attribution Analysis with Derivatives p. 591 Chapter 16 Global Investment Performance Standards (GIPS) p. 631 Bibliography p. 683 Index p. 697