Performance Evaluation and Attribution of Security Portfolios

<li> <p>Chapter 1 – An Introduction to Asset Pricing Models</p></li> <li> <p>Chapter 2 - Returns-Based Performance Evaluation Models</p></li> <li> <p>Chapter 3 - Returns-Based Performance Measures</p></li> <li> <p>Chapter 4 - Portfolio-Holdings Based Performance Evaluation</p></li> <li> <p>Chapter 5 - Combining Portfolio-Holdings-Based and Returns-Based Performance Evaluation (and the "Return Gap")</p></li> <li> <p>Chapter 6 - Performance Evaluation of Non-Normal Portfolios</p></li> <li> <p>Chapter 7 - Fund Manager Selection Using Macroeconomic Information</p></li> <li> <p>Chapter 8 - Multiple Fund Performance Evaluation: The False Discovery Rate Approach</p></li> <li> <p>Chapter 9 - Active Management in Mostly Efficient Markets: A Survey of the Academic Literature</p></li> <li> <p>Chapter 10 - Basic Performance Evaluation Models</p></li> <li> <p>Chapter 11 - Indices and the Construction of Benchmarks</p></li> <li> <p>Chapter 12 - Attribution Analysis for Equity Portfolios According to the Brinson Approach</p></li> <li> <p>Chapter 13 - Attribution Analysis for Fixed Income Portfolios</p></li> <li> <p>Chapter 14 - Analysis of Multi-Asset Class Portfolios and Hedge Funds</p></li> <li> <p>Chapter 15 - Attribution Analysis with Derivatives</p></li> <li> <p>Chapter 16 - Global Investment Performance Standards (GIPS)</p></li>