{"product_id":"implementation-of-a-performance-attribution-system-in-a-funds-management-company-with-regard-to-support-controlling-and-marketing-von-marc-vogel","title":"Implementation of a Performance Attribution System in a Funds Management Company","description":"\u003cp\u003eInhaltsangabe:Introduction: \u003c\/p\u003e\u003cp\u003eWithin this thesis fundamentals of performance attribution are treated as well as the practical implementation of such a system. However, for many people who already asked to receive a copy of this work, the most important part will be the analysis of the (partly internet based) questionnaire revolving around performance attribution. \u003c\/p\u003e\u003cp\u003eThe theoretical part contains the fundamentals of portfolio theory and the constructive CAPM, followed by basics of portfolio management. Next topics are the estimation of risk and performance for investment portfolios. The finishing touch is done by introduction of performance attribution theories handling both, equity and bond attribution. \u003c\/p\u003e\u003cp\u003eWithin the practical part a short analysis of the affected asset management company is performed, accompanied by research of performance presentation. \u003c\/p\u003e\u003cp\u003eA questionnaire has been sent to 80 non-banks of the German HDAX index as well as to all members of the BVI. Furthermore an internet based version of the questionnaire has been introduced to a large number of institutional clients. The analysis of this questionnaire is one of the topics of this work. \u003c\/p\u003e\u003cp\u003eFor the affected company the results from the questionnaire are used to identify the competitors? possibilities and the clients? needs, resulting in fundamental ideas for the catalogue of requirements. \u003c\/p\u003e\u003cp\u003eThe analysis of the investment process and based on this the choice and the implementation of a performance attribution system are the last parts of this work. Still it has to be mentioned that recommendations for organizational changes are part of implementation. \u003c\/p\u003e\u003cp\u003eThere are three reasons why this thesis has been prepared. \u003c\/p\u003e\u003cp\u003eThe first one is quite trivial. As performance attribution is more and more present in the market, deeper knowledge of it shall be gained for the affected company. \u003c\/p\u003e\u003cp\u003ePrimarily the department for quantitative research and information technology has to come up with this knowledge to act as a multiplier and to ascertain technological and \/ or organizational requirements for its implementation. \u003c\/p\u003e\u003cp\u003eAnother scope of this work is to determine the actual status of performance attribution performed by competitors. To get this information competition is referred to and likewise clients of competitors are interviewed. \u003c\/p\u003e\u003cp\u003eTo benefit from this thesis not only the theoretical background will be looked upon, but there will be approaches to completely integrate performance attribution. \u003c\/p\u003e\u003cp\u003eProposed usage will [¿]\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783838686691\"\u003e\u003ch3\u003eWith Regard to Support Controlling and Marketing\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783838686691","offer_id":39460245143645,"sku":"9783838686691","price":74.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/21d2b7a2-012a-4ec4-956d-5f024d8b23de.jpg?v=1782622558","url":"https:\/\/shop.autorenwelt.de\/en\/products\/implementation-of-a-performance-attribution-system-in-a-funds-management-company-with-regard-to-support-controlling-and-marketing-von-marc-vogel","provider":"Autorenwelt Shop","version":"1.0","type":"link"}