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Practical portfolio performance : measurement and attribution 2nd ed

Practical portfolio performance : measurement and attribution 2nd ed (4회 대출)

자료유형
단행본
개인저자
Bacon, Carl R.
서명 / 저자사항
Practical portfolio performance : measurement and attribution / Carl R Bacon.
판사항
2nd ed.
발행사항
Chichester, England ;   Hoboken, NJ :   Wiley ,   c2008.  
형태사항
xiv, 384 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.).
총서사항
Wiley finance
ISBN
9780470059289 (cloth/cd) 0470059281 (cloth/cd)
서지주기
Includes bibliographical references (p. [377]-380) and index.
일반주제명
Investment analysis. Portfolio management.
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245 1 0 ▼a Practical portfolio performance : ▼b measurement and attribution / ▼c Carl R Bacon.
250 ▼a 2nd ed.
260 ▼a Chichester, England ; ▼a Hoboken, NJ : ▼b Wiley , ▼c c2008.
300 ▼a xiv, 384 p. : ▼b ill. ; ▼c 26 cm. + ▼e 1 CD-ROM (4 3/4 in.).
490 1 ▼a Wiley finance
504 ▼a Includes bibliographical references (p. [377]-380) and index.
650 0 ▼a Investment analysis.
650 0 ▼a Portfolio management.
830 0 ▼a Wiley finance series.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.6 B128p2 등록번호 121176146 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Acknowledgements.

1. Introduction.

2. The Mathematics of Portfolio Return.

3. Benchmarks.

4. Risk.

5. Performance Attribution.

6. Multi-currency Attribution.

7. Fixed Income Attribution.

8. Multi-period Attribution.

9. Further Attribution Issues.

10. Performance Measurement for Derivatives.

11. Performance Presentation Standards.

Appendix A. Simple Attribution.

Appendix B. Multi-currency Attribution Methodology.

Appendix C. EIPC Guidance for Users of Attribution Analysis.

Appendix D. European Investment Performance Committee - Guidance on Performance Attribution Presentation.

Appendix E. The Global Investment Performance Standards.

Appendix F. Guidance Statement on Composite Definition.

Appendix G. Sample Global Investment Performance Standards Presentation.

Appendix H. Calculation Methodology Guidance Statement.

Appendix I. Definition of Firm Guidance Statement.

Appendix J. Treatment of Carve-outs Guidance Statement.

Appendix K. Significant Cash Flow Guidance Statement.

Appendix L. Guidance Statement on Performance Record Portability.

Appendix M. Guidance Statement on the Use of Supplemental Information.

Appendix N. Guidance Statement on Recordkeeping Requirements of the GIPS Standards.

Appendix O. Useful Websites.

Bibliography.

Index.


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