Mastering Attribution In Finance
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Mastering Attribution In Finance
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Author : Andrew Colin
language : en
Publisher: Pearson UK
Release Date : 2016-02-01
Mastering Attribution In Finance written by Andrew Colin and has been published by Pearson UK this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-01 with Business & Economics categories.
Mastering Attribution in Finance is a comprehensive guide to how attribution is used in equity and fixed income markets. As with all Mastering titles, this book is written by an expert in the field. The book: Presents a structure overview of attribution in finance Provides a complete mathematical toolkit, including all the necessary formulae Covers all the key models, such as The Campisi model, Duration attribution, the Tim Lord model, key rate attribution, top-down attribution, Karnosky-Singer attribution model, Parametric and non-parametric yield curve models, Brinson attribution Includes tricks and techniques for trading specific types of fixed income security The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.
Mastering Attribution In Finance
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Author : Andrew Colin
language : en
Publisher:
Release Date : 2016
Mastering Attribution In Finance written by Andrew Colin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Business enterprises categories.
Mastering Attribution in Finance is a comprehensive guide to how attribution is used in equity and fixed income markets. As with all Mastering titles, this book is written by an expert in the field. The book: Presents a structure overview of attribution in finance Provides a complete mathematical toolkit, including all the necessary formulae Covers all the key models, such as The Campisi model, Duration attribution, the Tim Lord model, key rate attribution, top-down attribution, Karnosky-Singer attribution model, Parametric and non-parametric yield curve models, Brinson attribution Includes tricks and techniques for trading specific types of fixed income security.
Investment Performance Attribution
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Author : David Spaulding
language : en
Publisher: McGraw Hill Professional
Release Date : 2003
Investment Performance Attribution written by David Spaulding and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.
Performance Attribution History And Progress
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Author : Carl R. Bacon
language : en
Publisher: CFA Institute Research Foundation
Release Date : 2019-12-23
Performance Attribution History And Progress written by Carl R. Bacon and has been published by CFA Institute Research Foundation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-23 with Business & Economics categories.
The objective of performance attribution is to explain portfolio performance relative to a benchmark, identify the sources of excess return, and relate those sources to active decisions by the portfolio manager. This review charts the development of attribution from its beginning with Fama decomposition in the 1970s, through its foundations in the 1980s, into its issues of multiperiod and multicurrency attribution in the 1990s, and ending on its more detailed models for fixed-income and risk-adjusted attribution in recent years. Types of attribution (including returns based, holdings based, and transaction based) are also discussed as is money-weighted attribution and developments associated with notional funds.
Advanced Portfolio Attribution Analysis
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Author : Carl R. Bacon
language : en
Publisher: Risk
Release Date : 2007
Advanced Portfolio Attribution Analysis written by Carl R. Bacon and has been published by Risk this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Investment analysis categories.
A new multi-contributor title presenting you with a complete range of perspectives on the very latest research, cutting-edge ideas and current approaches to portfolio return and risk attribution. Contains key information to facilitate your investment decision-making process.
Practical Portfolio Performance Measurement And Attribution
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Author : Carl R. Bacon
language : en
Publisher: John Wiley & Sons
Release Date : 2011-02-23
Practical Portfolio Performance Measurement And Attribution written by Carl R. Bacon and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-23 with Business & Economics categories.
Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved. Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. The book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.
Power User Guide Mastering Cryptocurrencies 2021 Edition
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Author : Jason Savitt
language : en
Publisher: Savitec, LLC
Release Date :
Power User Guide Mastering Cryptocurrencies 2021 Edition written by Jason Savitt and has been published by Savitec, LLC this book supported file pdf, txt, epub, kindle and other format this book has been release on with Business & Economics categories.
Every few generations, there is a 'killer app' (i.e. the spreadsheet, email, etc.). These are apps that change the industry in such a way that changes the way people work. The current killer app is Bitcoin, because it is essentially allowing software to generate money from 'mined' data. Bitcoin also started the cryptocurrencies and Blockchain movement that is revolutionizing the financial industry. Each of these two technologies has started whole new movements that are creating new companies, wealth, and products.
Fixed Income Analytics
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Author : Wolfgang Marty
language : en
Publisher: Springer Nature
Release Date : 2020-09-21
Fixed Income Analytics written by Wolfgang Marty and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-21 with Business & Economics categories.
This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.
Portfolio Performance Measurement And Benchmarking Chapter 16 Factor Model Barra Performance Attribution
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Author : Jon A. Christopherson
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-05-15
Portfolio Performance Measurement And Benchmarking Chapter 16 Factor Model Barra Performance Attribution written by Jon A. Christopherson and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-05-15 with Business & Economics categories.
Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and, inevitably, lost profits. In this book you will discover a foundation for benchmark construction and discuss methods for all different asset classes and investment styles.
Mastering Marketing Data Science
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Author : Iain Brown
language : en
Publisher: John Wiley & Sons
Release Date : 2024-04-29
Mastering Marketing Data Science written by Iain Brown and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-29 with Computers categories.
Unlock the Power of Data: Transform Your Marketing Strategies with Data Science In the digital age, understanding the symbiosis between marketing and data science is not just an advantage; it's a necessity. In Mastering Marketing Data Science: A Comprehensive Guide for Today's Marketers, Dr. Iain Brown, a leading expert in data science and marketing analytics, offers a comprehensive journey through the cutting-edge methodologies and applications that are defining the future of marketing. This book bridges the gap between theoretical data science concepts and their practical applications in marketing, providing readers with the tools and insights needed to elevate their strategies in a data-driven world. Whether you're a master's student, a marketing professional, or a data scientist keen on applying your skills in a marketing context, this guide will empower you with a deep understanding of marketing data science principles and the competence to apply these principles effectively. Comprehensive Coverage: From data collection to predictive analytics, NLP, and beyond, explore every facet of marketing data science. Practical Applications: Engage with real-world examples, hands-on exercises in both Python & SAS, and actionable insights to apply in your marketing campaigns. Expert Guidance: Benefit from Dr. Iain Brown's decade of experience as he shares cutting-edge techniques and ethical considerations in marketing data science. Future-Ready Skills: Learn about the latest advancements, including generative AI, to stay ahead in the rapidly evolving marketing landscape. Accessible Learning: Tailored for both beginners and seasoned professionals, this book ensures a smooth learning curve with a clear, engaging narrative. Mastering Marketing Data Science is designed as a comprehensive how-to guide, weaving together theory and practice to offer a dynamic, workbook-style learning experience. Dr. Brown's voice and expertise guide you through the complexities of marketing data science, making sophisticated concepts accessible and actionable.