Hugendubel.info - Die B2B Online-Buchhandlung 

Merkliste
Die Merkliste ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.
Einband grossPerformance Attribution Volume 2
ISBN/GTIN

Performance Attribution Volume 2

Analysis and Reporting
TaschenbuchKartoniert, Paperback
350 Seiten
Englisch
Elsevier Scienceerscheint am01.02.20252nd edition
Performance Attribution Volume 2: Analysis and Reporting, Second Edition explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012), its concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm's investments.mehr

Produkt

KlappentextPerformance Attribution Volume 2: Analysis and Reporting, Second Edition explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012), its concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm's investments.
Details
ISBN/GTIN978-0-12-818301-4
ProduktartTaschenbuch
EinbandartKartoniert, Paperback
FormatTrade Paperback (USA)
Erscheinungsjahr2025
Erscheinungsdatum01.02.2025
Auflage2nd edition
Seiten350 Seiten
SpracheEnglisch
Artikel-Nr.61077244
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
1. Basic Performance Evaluation Models
2. Indices and the Construction of Benchmarks
3. Attribution Analysis for Equity Portfolios According to the Brinson Approach
4. Attribution Analysis for Fixed Income Portfolios
5. Analysis of Multi-Asset Class Portfolios and Hedge Funds
6. Attribution Analysis with Derivatives
7. Global Investment Performance Standards (GIPS)
8. Return Calculation for Derivativesmehr

Autor

In 2009, Bernd Fischer was appointed to the position of 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. From 2000 to 2009, 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. Prior to this, he worked in the fields of Portfolio Analysis and Risk Controlling in the Asset Management division of Dresdner Bank. From 2000 to 2004, he was a member of the Investment Council of the CFA Institute. Dr. Fischer completed his degrees in Physics and Mathematics at the University of Cologne and was awarded his doctorate at the Florida Atlantic University (USA) in 1995.
Weitere Artikel von
Fischer, Bernd R