Brian Singer - Böcker

This Second Edition of Performance Evaluation and Attribution Volume One: Asset Pricing and Models, presents an updated, comprehensive exploration of portfolio performance evaluation. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this volume of the 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, new examples, and new work on qualitative considerations that can be used in identifying skilled fund managers. This highly detailed new edition combines academic rigor with insights and guidance for real-world applications of diverse approaches to identifying skilled professional portfolio managers

Adds four new chapters; every other chapter has been expanded and updatedAdds detailed derivations of the mathematics of mean-variance asset pricing, making the book suitable for an investments course at the Ph.D., Master’s, and (advanced) undergraduate levelsPresents new material for target date funds as well as a comprehensive survey of fund ratings servicesA solutions manual for all chapter-end problems is available from the author: russwermers@gmail.com

This Second Edition of Performance Attribution and Evaluation Volume Two: Analysis and Reporting explains the practical aspects of building or interpreting a top-to-bottom performance attribution system applicable to many asset classes, providing a toolkit of attribution techniques for analyzing the performance of portfolio managers. Requiring a familiarity with the principal concepts of portfolio analysis, it features standard methodologies and alternative approaches to the attribution of diverse assets, including derivatives, fixed income, and hedge funds. Based on the authors’ Performance Evaluation and Attribution of Security Portfolios (2012), this volume‘s concentration on the ethical standards embodied by GIPS includes a summary of provisions for the presentation of risk in a firm’s investments.. Features new changes to Global Investment Performance Standards (GIPS). Expands and updates all chapters, including new sections on the return calculation of derivatives. Embodies a practical point of view and clear division of chapters

Through a close reading of the revolutionary texts of the period, the author is able to trace behind the surface of events and conflict themes of a more abstract, fundamental character - themes relative to the 'discovery' of society, the construction of the nation-state, and what for the revolutionaries was the scandal of their separation.

Montesquieu is often considered the first social thinker. Today, when 'the end of the social' has been proclaimed, it is time to reconsider its beginnings. In a wide-ranging, original interpretation of The Spirit of the Laws, this book explores what did it mean to 'discover the social', and what can it mean to recover the social today?

This is a very different book about the French Revolution of 1789-94. The concern is less with a change in society than a change in the relation that a society establishes with itself. Here the focus is on society's presentation (and representation) considered not simply from the perspective of a few privileged intellectuals, but as a social and historical process inseparable from the institution of society's political dimension. Through a close reading of the revolutionary texts of the period, the author is able to trace behind the surface of events and conflict themes of a more abstract, fundamental character - themes relative to the 'discovery' of society, the construction of the nation-state, and what for the revolutionaries was the scandal of their separation. While retaining a fidelity to the eighteenth century, this book opens up new theoretical perspectives that illuminate the character of both a certain revolutionary heritage and a more general political modernity.