Performance Evaluation and Attribution of Security Portfolios
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Published By Elsevier

9780127444833

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Active Management in Mostly Efficient Markets: A Survey of the Academic Literature

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00009-1 ◽

2013 ◽

pp. 285-309

Author(s):

Bernd R. Fischer ◽

Russ Wermers

Keyword(s):

Active Management ◽

Efficient Markets ◽

Academic Literature

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Copyright

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00020-0 ◽

2013 ◽

pp. iv

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Performance Evaluation of Non-Normal Portfolios

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00006-6 ◽

2013 ◽

pp. 179-208

Author(s):

Bernd R. Fischer ◽

Russ Wermers

Keyword(s):

Performance Evaluation

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Index

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00023-6 ◽

2013 ◽

pp. 701-715

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Attribution Analysis for Fixed Income Portfolios

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00013-3 ◽

2013 ◽

pp. 491-548

Author(s):

Bernd R. Fischer ◽

Russ Wermers

Keyword(s):

Fixed Income ◽

Attribution Analysis

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Returns-Based Performance Evaluation Models

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00002-9 ◽

2013 ◽

pp. 27-47

Author(s):

Bernd R. Fischer ◽

Russ Wermers

Keyword(s):

Performance Evaluation ◽

Evaluation Models

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Preface

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00021-2 ◽

2013 ◽

pp. v-ix

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TitlePage

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00019-4 ◽

2013 ◽

pp. iii

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Attribution Analysis with Derivatives

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00015-7 ◽

2013 ◽

pp. 591-629

Author(s):

Bernd R. Fischer ◽

Russ Wermers

Keyword(s):

Attribution Analysis

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Analysis of Multi-Asset Class Portfolios and Hedge Funds

Performance Evaluation and Attribution of Security Portfolios ◽

10.1016/b978-0-08-092652-0.00014-5 ◽

2013 ◽

pp. 549-589

Author(s):

Bernd R. Fischer ◽

Russ Wermers

Keyword(s):

Hedge Funds ◽

Asset Class

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Performance Evaluation and Attribution of Security PortfoliosLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Active Management in Mostly Efficient Markets: A Survey of the Academic Literature

Copyright

Performance Evaluation of Non-Normal Portfolios

Index

Attribution Analysis for Fixed Income Portfolios

Returns-Based Performance Evaluation Models

Preface

TitlePage

Attribution Analysis with Derivatives

Analysis of Multi-Asset Class Portfolios and Hedge Funds

Performance Evaluation and Attribution of Security Portfolios
Latest Publications