Performance Evaluation and Attribution of Security Portfolios (Handbooks in Economics)

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9780127444833: Performance Evaluation and Attribution of Security Portfolios (Handbooks in Economics)

Just how talented are your investment managers?  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 very latest scientific 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
  • Chapter-end problems build understanding
  • Filled with examples that size-up real asset managers
  • Includes extensive discussion and numerical examples of the widely used DGTW stock benchmark portfolios
  • Features practice problems from the CFA Program curriculum.

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From the Author:

Over $12 trillion is managed in U.S. mutual funds, most of it in actively managed funds that charge higher fees than index funds. Even more is managed for pension funds, endowments, and other institutional investors.   Are these managers worth their fees?  To address this question in a scientific way, this book presents the latest statistical approaches in an easily understandable and very readable text.  That is, no math is spared, but the main themes of the text are very understandable without the math. The reader will have access to the latest peer-reviewed scientific techniques developed by top finance academics worldwide, in a book that distills hundreds of academic papers into their most important messages.

From the Author:

According to TheCityUK estimates, the global fund management industry oversaw $118 trillion in assets at the end of 2012, most of it in actively managed funds that charge higher fees than index funds. Are these managers worth their fees?  To address this question in a scientific way, this book presents the latest statistical approaches in an easily understandable and very readable text.  That is, no math is spared, but the main themes of the text are very understandable without the math. The reader will have access to the latest peer-reviewed scientific techniques developed by top finance academics worldwide, in a book that distills hundreds of academic papers into their most important messages.

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Fischer, Bernd R.; Wermers, Russ
Published by Elsevier Science Publishing Co Inc, United States (2013)
ISBN 10: 0127444831 ISBN 13: 9780127444833
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Book Description Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Book Condition: New. 236 x 198 mm. Language: English . Brand New Book. 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 formerly from the CFA Program curriculum. Bookseller Inventory # LIB9780127444833

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Book Description Academic Press. Hardcover. Book Condition: New. 0127444831 Purchased like new but not a guarantee that there are no marks, highlighting, scratches on the cover or bent corners and worn edges. Cannot guarantee the availability of CD/DVD/Access code or other additional materials that may come with the book. Ships now if ordered before 2pm cst. Bookseller Inventory # HML24@OFFICEFLOOR000166

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Fischer, Bernd R.; Wermers, Russ
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Book Description Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Book Condition: New. 236 x 198 mm. Language: English . Brand New Book. 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 formerly from the CFA Program curriculum. Bookseller Inventory # LIB9780127444833

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Fischer, Bernd R.; Wermers, Russ
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Book Description Oxford Elsevier LTD Jan 2013, 2013. Buch. Book Condition: Neu. 241x202x43 mm. Neuware - 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. 711 pp. Englisch. Bookseller Inventory # 9780127444833

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Book Description Oxford Elsevier LTD Jan 2013, 2013. Buch. Book Condition: Neu. 241x202x43 mm. Neuware - 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. 711 pp. Englisch. Bookseller Inventory # 9780127444833

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Book Description Oxford Elsevier LTD Jan 2013, 2013. Buch. Book Condition: Neu. 241x202x43 mm. Neuware - 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. 711 pp. Englisch. Bookseller Inventory # 9780127444833

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Book Description Academic Press, 2012. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: "The authors provide an excellent comprehensive treatment, running from widely used traditional measures all the way to methods pushing the knowledge frontier, complemented with practical information such as global reporting standards. As such, this book is a valuable resource for anyone facing the important challenge of evaluating the performance of investment managers." --Robert F. Stambaugh, The Wharton School of the University of Pennsylvania. "Wermers and Fischer provide a timely review of a rapidly developing subject, pitched at roughly the advanced MBA level. It is particularly strong and useful in its coverage of holdings-based performance measurement. This is where the field is going, making the book a must-read." --Wayne Ferson, University of Southern California "An excellent in-depth review of state-of-the-art approaches to performance evaluation and attribution. A worthwhile read for both academics and practitioners." --Lubos Pastor, University of Chicago . Bookseller Inventory # ABE_book_new_0127444831

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