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{ "item_title" : "Performance Evaluation and Attribution Volume One", "item_author" : [" Russ Wermers", "Brian Singer", "Bernd R. Fischer "], "item_description" : "This Second Edition of Performance Evaluation and Attribution Volume One: Asset Pricing and Models, presents an updated, comprehensive exploration of portfolio performance evaluation. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012), this volume of the 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, new examples, and new work on qualitative considerations that can be used in identifying skilled fund managers. This highly detailed new edition combines academic rigor with insights and guidance for real-world applications of diverse approaches to identifying skilled professional portfolio managers", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/12/818/297/0128182970_b.jpg", "price_data" : { "retail_price" : "135.00", "online_price" : "135.00", "our_price" : "135.00", "club_price" : "135.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Performance Evaluation and Attribution Volume One|Russ Wermers

Performance Evaluation and Attribution Volume One : Asset Pricing and Models

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Overview

This Second Edition of Performance Evaluation and Attribution Volume One: Asset Pricing and Models, presents an updated, comprehensive exploration of portfolio performance evaluation. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012), this volume of the 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, new examples, and new work on qualitative considerations that can be used in identifying skilled fund managers. This highly detailed new edition combines academic rigor with insights and guidance for real-world applications of diverse approaches to identifying skilled professional portfolio managers

This item is Non-Returnable

Details

  • ISBN-13: 9780128182970
  • ISBN-10: 0128182970
  • Publisher: Academic Press
  • Publish Date: March 2026
  • Dimensions: 9.54 x 7.49 x 1.19 inches
  • Shipping Weight: 2.75 pounds
  • Page Count: 606

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