Research and Markets, the largest resource for market research information in world providing essential market research reports, industry research, industry analysis, forecasts, market studies, company profiles and country reports.
Welcome - Register - Login - Help/FAQ - 0 items View Basket
Worlds Largest Market Research Resource - 712770 Live Reports
Search Research and Markets
  Search
Enter keywords, a title or
a report id number below.





Advanced   
Company search
Register for free email updates of market research
Currency
  Select a currency for use throughout the site



Viewing report

Order by Fax
Printer Friendly
PDF Brochure
Hard CopyAdd to Basket
Live Chat Live Help Software for Website

Asset Pricing and Portfolio Performance Models, Strategy and Performance Metrics

Incisive Media, June 1999, Pages: 384


  Description  
   Table of Contents   
    
    
    
     
  Enquire before Buying   
  Send to a Friend   

A comprehensive reference work presenting an original framework for evaluating observed differences in returns across assets

- A selection of new writings and reference papers split into 4 sections:

1) Theory
2) Testing the Models
3) Market Imperfections
4) Portfolio Performance Evaluation

- Designed to provide a set of tools to help distinguish between skill, risk and luck in evaluating actively managed portfolios



Customers who bought this item also bought

The Handbook of Equity Market Anomalies: Translating Market Inefficiencies into Effective Investment Strategies

Options: Classic Approaches to Pricing and Modelling

The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, 2nd Edition

Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing

Journal of Derivatives

Credit Risk: Models and Management 2nd Edition

Modern Risk Management: A History

Finding Alpha: The Search for Alpha When Risk and Return Break Down

Volatility: New Estimation Techniques for Pricing Derivatives

Journal of Wealth Management



For enquiries please call us on:
  +353-1-415-1241 (GMT Office Hours)
  1-800-526-8630 (US/Canada Toll Free)
  1-917-300-0470 (EST Office Hours)

   All rights reserved. © Copyright 2012 Research and Markets
   Terms and conditions Privacy Policy Publishers Employment Opportunities Site Map Link to us Webmaster Affiliate Network


Research and Markets RSS Feeds