BÜCHER VERSANDKOSTENFREI INNERHALB DEUTSCHLANDS
Performance Attribution Volume 2
Analysis and Reporting
2. Auflage
William Andrew Publishing
ISBN 978-0-12-818301-4
Standardpreis
Bibliografische Daten
Buch. Softcover
2. Auflage. 2025
In englischer Sprache
Umfang: 400 S.
Format (B x L): 19,1 x 23,5 cm
Verlag: William Andrew Publishing
ISBN: 978-0-12-818301-4
Produktbeschreibung
Performance Attribution Volume 2: Analysis and Reporting, Second Edition explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012), its concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm's investments.
Autorinnen und Autoren
Kundeninformationen
- Features new changes to Global Investment Performance Standards (GIPS) - Expands and updates all chapters, including new sections on the return calculation of derivatives - Embodies a practical point-of-view and clear division of chapters
Produktsicherheit
Hersteller
Libri GmbH
Europaallee 1
36244 Bad Hersfeld, DE
gpsr@libri.de
Rezensionen
