Screen LibraryPractical portfolio performance：measurement and attribution
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| Main Authors: | |
|---|---|
| Published: |
Wiley,
|
| Publisher Address: | Chichester, England |
| Publication Dates: | c2008. |
| Literature type: | Book |
| Language: | English |
| Edition: | 2nd ed. |
| Series: |
Wiley finance |
| Subjects: | |
| Carrier Form: | xiv, 384 p.: ill. ; 26 cm. +1 CD-ROM (4 3/4 in.). |
| ISBN: |
9780470059289 (cloth/cd) 0470059281 (cloth/cd) |
| Index Number: | F830 |
| CLC: | F830.59 |
| Call Number: | F830.59/B128/2nd.ed. |
| Contents: |
Includes bibliographical references (p. [377]-380) and index. The mathematics of portfolio return -- Benchmarks -- Risk -- Performance attribution -- Multi-currency attribution -- Fixed income attribution -- Multi-period attribution -- Further attribution issues -- Performance measurement for derivatives -- Performance presentation standards. |