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Portfolio Theory and Performance Analysis
John Wiley & Sons
Druk vanaf
284 pp.
Management, Economie & Communicatie
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Portfolio Theory and Performance Analysis

This book is a most extensive and remarkable synthesis of the contribution of best known academics in finance to modern portfolio and market efficiencies theories. Indeed, a valuable hindsight and updating of the evolutionary perspective of portfolio management, investment process and performance analysis on multistyles and multiclasses assets. Pierre Palasi, Chairman, LCF Rothschild Multimanagment

A wonderful step forward in portfolio management texts! The book is a soup to nuts feast covering almost all aspects of portfolio management. It takes readers from the basic conceptual underpinnings through important issues such as VaR, extreme value distribution. It covers both equities and fixed income. The material is well laid out, up to date, and strikes a welcome balance between presenting the academic background for topics and providing a good feel for current industry practice. I also liked the fact the international issues surfaced frequently, as they should! Terry Marsh, Professor of Finance, University of California, Berkeley

The contribution of Prof. Amenc and V. Le Sourd will undoubtedly enable practitioners and other investors alike to better apprehend the tools and techniques available to them, as well as their relevance, in making informed investment decisions in today s increasingly turbulent and complex financial markets Jean Castellini, Managing Director, Frank Russell Company Ltd (France)

Sound investment decisions rest on identifying and selecting portfolio managers who are expected to deliver superior performance. Measuring the performance of portfolio managers is a challenging task, because performance must be evaluated in a risk adjusted sense. In this book, Nöel Amenc and Véronique Le Sourd provide the reader with an insightful account of how modern portfolio theory can be used to achieve relevant risk adjusted performance evaluation. The authors have managed to compile a very comprehensive and structured overview of the set of statistical techniques used to distinguish systematic performance effects from pure chance and to account for the risks taken to earn them. This book is likely to become the reference work in portfolio performance evaluation Lionel Martellini, PhD, Assistance Professor of Finance, Marshall School of Business, University of Southern California


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