Performance Evaluation and Attribution Volume One: Asset Pricing and Models - Couverture souple

Wermers, Russ; Singer, Brian; Fischer, Bernd R.

Couverture souple

ISBN 10 : 0128182970 ISBN 13 : 9780128182970

Editeur : Academic Press Inc, 2026

Synopsis

Performance Evaluation and Attribution Volume One: 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. This highly detailed new edition combines academic rigor with practical applications and guidance for applications of diverse approaches.

A propos du livre

À propos des auteurs

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.

Bernd Fischer has occupied various high profile positions including Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE), one of the largest internationally operating providers of operational investment controlling services for institutional investors and asset managers; he was Global Head of Risk Controlling and Compliance in the central business segment Asset Management of Commerzbank AG and was also responsible for the operational Risk and Performance Controlling division of Cominvest GmbH. Between 2000 and 2004, he was a member of the CFA Institute's Investment Council. Since 2020, he has worked as an independent writer, covering political, cultural and economic topics for renowned German journals and blogs.

Détails de l'édition

• Éditeur: Academic Press Inc
• Date d'édition: 2026
• Langue: anglais
• ISBN 10: 0128182970
• ISBN 13: 9780128182970
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 606
• Coordonnées du fabricant: Academic Press; https://shop.elsevier.com/; ; 230 PARK AVENUE, SUITE 800; NY; NY; 10169; Etats-Unis
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