Книга "Измерение инвестиционной эффективности" является исчерпывающим руководством, которое охватывает темы расчета доходности и риска инвестиций, их атрибуции (разбор вклада каждого из факторов в общее изменение показателя), презентации и интерпретации. Автор Брюс Джеи Файбел, в своей книге, использует множество примеров, чтобы помочь читателю понять и оценить управление инвестиционными фондами. Он рассматривает широкий спектр связанных тем, включая расчет доходности портфелей, измерение рисков, связанных с получением дохода, измерение эффективности портфеля и другие показатели навыков управления. Книга идеально подходит в качестве справочника для профессиональных курсов и семинаров для аналитиков и инвесторов. Брюс Джеи Файбел является менеджером продукта в Eagle Investment Systems, поставщике программного обеспечения для управления инвестициями в Ньютоне, Массачусетсе. Он ранее работал в State Street Global Advisors и получил степень бакалавра по бухгалтерскому учету в Университете Флориды.
Investment Performance Measurement provides an informative and comprehensive outline of investment theories and practices in regards to quantitative methods, data selection, sound estimation procedures, presentations, interpretations, the modelling of expected and unexpected investor risk, and the compilation of validated investment portfolios. Provided with sample calculations, data and analyses, as well as graph presentations, it enables the reader to compare performance across time and between objects of analysis. Consequently, readers can evaluate misrepresented strategies executed by financial managers, make informed investment decisions on their own, and realize that in context, CCMP connectivity is akin to a "virtual money machine".
Book Description: "Investment Performance Measurement", by Bruce Feibel j. A comprehensive guide to investment performance concepts and their applicability. Covers evaluation methods, examples of interpreting results, as well as methods for evaluating the efficiency of solutions.
Электронная Книга «Investment Performance Measurement» написана автором Bruce Feibel J. в году.
Минимальный возраст читателя: 0
Язык: Английский
ISBN: 9780471445630
Описание книги от Bruce Feibel J.
Many investment books include a chapter or two on investment performance measurement or focus on a single aspect, but only one book addresses the breadth of the field. Investment Performance Measurement is a comprehensive guide that covers the subjects of performance and risk calculation, attribution, presentation, and interpretation. This information-packed book covers a wide range of related topics, including calculation of the returns earned by portfolios; measurement of the risks taken to earn these returns; measurement of the risk and return efficiency of the portfolio and other indicators of manager skill; and much more. By reviewing both the concepts of performance measurement and examples of how they are used, readers will gain the insight necessary to understand and evaluate the management of investment funds. Investment Performance Measurement makes extensive use of fully worked examples that supplement formulas and is a perfect companion to professional courses and seminars for analysts. Bruce J. Feibel, CFA, is Product Manager at Eagle Investment Systems, an investment management software provider located in Newton, Massachusetts. He is responsible for overseeing the development of Eagle's investment performance measurement, attribution, and AIMR/GIPS compliance software. Prior to joining Eagle, Mr. Feibel was a principal at State Street Global Advisors. He earned his BS in accounting from the University of Florida.
