December 2012
Beginner
724 pages
22h 1m
English
Content preview from Performance Evaluation and Attribution of Security Portfolios
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Section 1: Performance Evaluation
Chapter 1 An Introduction to Asset Pricing Models
Chapter 2 Returns-Based Performance Evaluation Models
Chapter 3 Returns-Based Performance Measures
Chapter 4 Portfolio-Holdings Based Performance Evaluation
Chapter 6 Performance Evaluation of Non-Normal Portfolios
Chapter 7 Fund Manager Selection Using Macroeconomic Information
Chapter 8 Multiple Fund Performance Evaluation: The False Discovery Rate Approach
Chapter 9 Active Management in Mostly Efficient Markets: A Survey of the Academic Literature
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