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Home / Performance Evaluation: The Science of Multidimensional Risk Measurement
 
Paperback

Performance Evaluation: The Science of Multidimensional Risk Measurement

Bernd R. Fischer (Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE), Frankfurt, Germany),Russ Wermers (Associate Professor of Finance, Smith School of Business, University of Maryland, USA),Bernd R. Fischer (Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE)),Bernd R. Fischer (Managing Director of IDS GmbH - Analysis and Reporting Services (a subsidiary of Allianz SE)),Russ Wermers (Associate Professor of Finance, Smith School of Business, University of Maryland, USA)
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Performance Evaluation: The Science of Multidimensional Risk Measurement, Second Edition, presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012) this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model and the new models of Fama and French; new examples; and new work on qualitative considerations used in performance evaluation. Highly detailed, Performance Evaluation: The Science of Multidimensional Risk Measurement, Second Edition, combines academic rigor with practical applications and guidance for applications of diverse approaches.

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MORE INFO
Format
Paperback
Publisher
Elsevier Science Publishing Co Inc
Country
United States
Date
1 June 2023
Pages
500
ISBN
9780128182970

Performance Evaluation: The Science of Multidimensional Risk Measurement, Second Edition, presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012) this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model and the new models of Fama and French; new examples; and new work on qualitative considerations used in performance evaluation. Highly detailed, Performance Evaluation: The Science of Multidimensional Risk Measurement, Second Edition, combines academic rigor with practical applications and guidance for applications of diverse approaches.

Read More
Format
Paperback
Publisher
Elsevier Science Publishing Co Inc
Country
United States
Date
1 June 2023
Pages
500
ISBN
9780128182970

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