Performance Attribution Volume Two
portes grátis
Performance Attribution Volume Two
Analysis and Reporting
Singer, Brian; Fischer, Bernd R.; Wermers, Russ
Elsevier Science Publishing Co Inc
03/2026
430
Mole
Inglês
9780128183014
Pré-lançamento - envio 15 a 20 dias após a sua edição
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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 Derivatives
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 Derivatives
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Active; Active return; Allocation; Ankrim and Hensel approach; Approach attribution analysis; Approximation; Asset class; Attribution analysis; Benchmark; Black-Scholes model; Bond; Brinson approach; Capital; Carry; Computation returns; Continuously compounded returns; Cost of carry; Currency forwards; Currency hedging; Currency management; Currency premium; Currency premiums; Currency surprise; Decomposing; Derivatives; Drawdown-based metrics; Duration; Entrepreneurship; Eurodeposit returns; Exchange rates; Fixed income portfolio; Forward contracts; Futures contracts; Geometric attributions analysis; Global allocation; Hedge fund risk; Hedge funds; Hedging strategies; Index; Indices; Interaction effects; Interest rate; Interest rate futures; Internal rate; Investment process; Market; Methodology; Modeling; Multi-asset class portfolios; Multicurrency portfolios; Option-adjusted spread; Options; Passive; Performance evaluation; Performance measure; Portfolio dynamics; Return; Return premiums; Risk-adjusted analysis; Segment; Selection portfolio; Singer and Karnosky approach; Single-stock futures; Stock market index futures; Swaps; Systematic risk; Term structure; Time-weighted; Wealth; Yield curve
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 Derivatives
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 Derivatives
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Active; Active return; Allocation; Ankrim and Hensel approach; Approach attribution analysis; Approximation; Asset class; Attribution analysis; Benchmark; Black-Scholes model; Bond; Brinson approach; Capital; Carry; Computation returns; Continuously compounded returns; Cost of carry; Currency forwards; Currency hedging; Currency management; Currency premium; Currency premiums; Currency surprise; Decomposing; Derivatives; Drawdown-based metrics; Duration; Entrepreneurship; Eurodeposit returns; Exchange rates; Fixed income portfolio; Forward contracts; Futures contracts; Geometric attributions analysis; Global allocation; Hedge fund risk; Hedge funds; Hedging strategies; Index; Indices; Interaction effects; Interest rate; Interest rate futures; Internal rate; Investment process; Market; Methodology; Modeling; Multi-asset class portfolios; Multicurrency portfolios; Option-adjusted spread; Options; Passive; Performance evaluation; Performance measure; Portfolio dynamics; Return; Return premiums; Risk-adjusted analysis; Segment; Selection portfolio; Singer and Karnosky approach; Single-stock futures; Stock market index futures; Swaps; Systematic risk; Term structure; Time-weighted; Wealth; Yield curve
