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by Noel Amenc,Veronique Le Sourd
Download Portfolio Theory and Performance Analysis fb2
Business & Finance
  • Author:
    Noel Amenc,Veronique Le Sourd
  • ISBN:
    0470858745
  • ISBN13:
    978-0470858745
  • Genre:
  • Publisher:
    Wiley; 1 edition (October 10, 2003)
  • Pages:
    284 pages
  • Subcategory:
    Business & Finance
  • Language:
  • FB2 format
    1147 kb
  • ePUB format
    1989 kb
  • DJVU format
    1954 kb
  • Rating:
    4.9
  • Votes:
    861
  • Formats:
    docx azw lrf txt


Yield curve analysis, portfolio construction, and performance analysis for bond portfolios are covered, with introductory discussions of various fixed income models. Amenc and Le Sourd include a bibliography at the end of each chapter, and I found this very useful.

Yield curve analysis, portfolio construction, and performance analysis for bond portfolios are covered, with introductory discussions of various fixed income models.

This book connects each of the major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory, whether these involve measuring the return on a portfolio, analysing portfolio risk or evaluating the quality of the portfolio.

This book connects each of the major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory, whether these involve measuring the return on a portfolio, analysing portfolio risk or evaluating the quality of the portfolio management process.

In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession. He is the author of numerous publications in the domain of portfolio management, notably in the areas of asset allocation and performance measurement.

Veronique Le Sourd’s books. Portfolio Theory and Performance Analysis by. Noël Amenc

Veronique Le Sourd’s books. Noël Amenc, Veronique Le Sourd.

Here is a very readable and comprehensive book, produced by cs Amenc and Le Sourd (Misys Asset Management .

Here is a very readable and comprehensive book, produced by cs Amenc and Le Sourd (Misys Asset Management Systems/Edhec). Craig W. French (Contact Author).

oceedings{, title {Portfolio theory and performance analysis}, author {N{"o}el Amenc . The Basic Performance Analysis Concepts.

oceedings{, title {Portfolio theory and performance analysis}, author {N{"o}el Amenc and V{'e}ronique Le Sourd}, year {2003} }. Nöel Amenc, Véronique Le Sourd.

Reference: Noel Amenc and Veronique Le Sourd, Portfolio Theory and Performance Analysis (West Sussex, England: Wiley, 2003), Chapter 4, Section . - Applying the CAPM to Performance Measurement: Single-Index Performance Measurement Indicators, page 151. AIM: Calculate, compare, and evaluate the Treynor measure, the Sharpe measure, and Jensen's alpha. Section: Foundations of Risk Management.

For many years asset management was considered to be a marginalactivity, but today, it is central to the development of financialindustry throughout the world. Asset management's transition froman "art and craft" to an industry has inevitably called integratedbusiness models into question, favouring specialisation strategiesbased on cost optimisation and learning curve objectives. This bookconnects each of these major categories of techniques and practicesto the unifying and seminal conceptual developments of modernportfolio theory.

In these bear market times, performance evaluation of portfoliomanagers is of central focus. This book will be one of very few onthe market and is by a respected member of the profession.

Allows the professionals, whether managers or investors, totake a step back and clearly separate true innovations from mereimprovements to well-known, existing techniquesPuts into context the importance of innovations with regard tothe fundamental portfolio management questions, which are theevolution of the investment management process, risk analysis andperformance measurementTakes the explicit or implicit assumptions contained in thepromoted tools into account and, by so doing, evaluate the inherentinterpretative or practical limits