Performance Evaluation and Attribution of Security Portfolios
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9780127444833
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Performance Evaluation of Non-Normal Portfolios

2013 ◽  
pp. 179-208
Author(s):  
Bernd R. Fischer ◽  
Russ Wermers
Keyword(s):  
Performance Evaluation

Attribution Analysis for Fixed Income Portfolios

2013 ◽  
pp. 491-548
Author(s):  
Bernd R. Fischer ◽  
Russ Wermers
Keyword(s):  
Fixed Income ◽  
Attribution Analysis

Returns-Based Performance Evaluation Models

2013 ◽  
pp. 27-47
Author(s):  
Bernd R. Fischer ◽  
Russ Wermers
Keyword(s):  
Performance Evaluation ◽  
Evaluation Models

Attribution Analysis with Derivatives

2013 ◽  
pp. 591-629
Author(s):  
Bernd R. Fischer ◽  
Russ Wermers
Keyword(s):  
Attribution Analysis

Analysis of Multi-Asset Class Portfolios and Hedge Funds

2013 ◽  
pp. 549-589
Author(s):  
Bernd R. Fischer ◽  
Russ Wermers
Keyword(s):  
Hedge Funds ◽  
Asset Class
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