Welcome
This website is dedicated to quantitative methods used in the analysis of investment performance and investment risk management. The concepts are illustrated with a large number of Microsoft Excel spreadsheets, XLA and XLL add-ins.
Use the menu to the left to navigate through the content of this website. The various topics in investment performance analysis are structured in various chapters and subchapters. Some of the materials are fragments only. Completing and keeping up with the latest research is a continuous task.
The first version of this website went online in 1999. Since then, content and form of presentation have been updated numerous times. A convenient way to keep in touch with the further development of this website is by subscribing to the newsletter.
Additional materials can be found here...
- Portfolio Analytics Seminars - We are conducting full-day seminars for practitioners in Zurich and other locations.
- Advanced Portfolio Analytics Excel Add-In - We have implemented most of the quantiative concepts discussed on this website in a .NET library, which can be used in Excel and other frontends.
- Andreas Steiner Consulting GmbH - We are offering consulting services related to investment performance and risk since 2010. On our consulting pages, you also find our free monthly research notes for download
Hope you enjoy your stay!
With kind regards,
Andreas Steiner
© 2000-2011, Andreas Steiner. All rights reserved.
|
