My Wish Lists Login / Join

Performance Evaluation 2e

The Science of Multidimensional Risk Measurement

By: Fischer, Wermers

Write A Review

Paperback | 25 March 2026 | Edition Number 2

At a Glance

Paperback
450 Pages

Dimensions(cm)
19.0 x 23.4 x 3.7

Paperback

RRP $239.95

$216.75

10%OFF

or 4 interest-free payments of $54.19 with

Ships in 5 to 7 business days

Performance Evaluation, Second Edition presents an updated, comprehensive exploration of portfolio evaluation. Based on the authors' Performance Evaluation and Attribution of Security Portfolios (2012) this Second Edition adds four new chapters and updated content throughout in its practical approach to measuring manager skills and using recent statistical techniques to solve investment problems. Added are new factor models, including the newly developed q-factor model and the new models of Fama and French; new examples; and new work on qualitative considerations used in performance evaluation. Highly detailed, Performance Evaluation 2e combines academic rigor with practical applications and guidance for applications of diverse approaches.

Adds 4 new chapters; every other chapter has been expanded and updated
Presents new material for special types of funds (target-date funds, ETFs), addressing the needs of fund managers
Examines advanced topics on financial evaluation such as derivatives and benchmarking

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.