Author	Amenc, Noel
Title	Portfolio theory and performance analysis / Noel Amenc and Veronique Le Sourd
Imprint	England : John Wiley & Sons, c2003
Descript	ix, 266 pages : illustrations

Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory. In these bear market times, performance evaluation of portfolio managers is of central focus

Presentation of the portfolio management environment -- The basic performance analysis concepts -- The basic elements of modern portfolio theory -- The capital asset pricing model and its application to performance measurement -- Developments in the field of performance measurement -- Multi-factor models and their application to performance measurement -- Evaluating the investment management process and decomposing performance -- Fixed income security investment

1. Portfolio management
2. Investment analysis

LOCATION	CALL#	STATUS
Chula Business School Library	332.6 A511P 2003	CHECK SHELVES
Chula Business School Library	332.6 A511P 2003	CHECK SHELVES