NOTE: This is a single chapter excerpted from the book Performance Evaluation and Attribution of Security Portfolios, made available for individual purchase. Additional chapters, as well as the entire book, may be purchased separately.
Just how successful is that investment? Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (determining individual results of the portf...
[PDF.wo06] Chapter 001, An Introduction to Asset Pricing Models Rating: 4.56 (684 Votes)
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