Performance Attribution Volume 2: Analysis and Reporting

by Russ Wermers, Bernd R Fischer, Bernd R. Fischer, et al.

Performance Attribution Volume 2: Analysis and Reporting, Second Edition explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based...

• Format: Paperback
• Language: English
• ISBN: 0128183012
• ISBN13: 9780128183014
• Release Date: October 2025
• Publisher: Academic Press
• Length: 350 Pages