Russ Wermers, Bernd R Fischer

Broschiertes Buch

Performance Evaluation and Attribution Volume 1

Asset Pricing and Models

Beschreibung

Performance Evaluation and Attribution Volume 1: Asset Pricing and Models, Second Edition, presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model and the new models of Fama and French; new examples; and new work on qualitative considerations used in performance evaluation. Highly detailed, Performance Evaluation and Attribution Volume 1: Asset Pricing and Models, Second Edition, combines academic rigor with practical applications and guidance for applications of diverse approaches.

Autor

Russ Wermers is the Paul J. Cinquegrana '63 Endowed Chair in Finance and Director of the Center for Financial Policy (CFP) University of Maryland at College Park. His research, published in leading scholarly journals, has developed new approaches to measuring and attributing the performance of mutual funds, pension funds, and private equity funds, which, among other applications, can be used to identify superior active funds. Professor Wermers consults for the asset management industry. He received his Ph.D. from the University of California, Los Angeles, in December 1995.

Produktdetails

• Verlag: Elsevier Science
• 2nd edition
• Seitenzahl: 450
• Erscheinungstermin: 3. Dezember 2025
• Englisch
• Gewicht: 450g
• ISBN-13: 9780128182970
• ISBN-10: 0128182970
• Artikelnr.: 60004682