Performance Evaluation and Attribution Volume 1 - Asset Pricing and Models (Paperback, 2nd edition)

Performance Evaluation: The Science of Multidimensional Risk Measurement, 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: The Science of Multidimensional Risk Measurement, Second Edition, combines academic rigor with practical applications and guidance for applications of diverse approaches.

General

Imprint:	Academic Press Inc
Country of origin:	United States
Release date:	July 2024
First published:	2021
Authors:	Russ Wermers • Brian Singer • Bernd R. Fischer
Dimensions:	234 x 191mm (L x W)
Format:	Paperback
Pages:	500
Edition:	2nd edition
ISBN-13:	978-0-12-818297-0
Categories:	Books > Health, Home & Family > Self-help & practical interests > Personal finance Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General Promotions
LSN:	0-12-818297-0
Barcode:	9780128182970

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!