Portfolio Performance Evaluation - Couverture souple

Aragon, George O.; Ferson, Wayne E.

 
9781601980823: Portfolio Performance Evaluation
Couverture souple
ISBN 10 : 1601980825 ISBN 13 : 9781601980823
Editeur : now publishers Inc, 2007

Synopsis

Portfolio Performance Evaluation reviews the academic literature on evaluating portfolio performance, focusing on professionally managed investment portfolios. Recent years have witnessed an explosion of new methods for performance evaluation and new evidence on the subject. It provides a selective review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfolios. There is also a discussion of hedge funds presenting unique challenges for measuring risk adjusted performance and for interpreting performance measures.

The book summarizes the historical evidence on the performance of mutual funds and hedge funds using actual data.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
now publishers Inc
Date d'édition
2007
Langue
anglais
ISBN 10 
1601980825
ISBN 13 
9781601980823
Reliure
Broché
Nombre de pages
124
Coordonnées du fabricant
non disponible
Personne responsable
non disponible