Practical Portfolio Performance Measurement and Attribution

Bacon, Carl R.

ISBN 10: 0470059281 ISBN 13: 9780470059289
Verlag: Wiley & Sons, Incorporated, John, 2008
Gebraucht Hardcover

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Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Bestandsnummer des Verkäufers 53410775-20

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Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved.
 

Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect.
 

Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. Complete with a CD containing worked examples for the majority of exhibits, the book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.

Über die Autorin bzw. den Autor: <p><b><i>About the author</i></b> <p><b>CARL BACON</b> CIPM, is Chairman of StatPro, a data and software development specialist providing services for the asset management industry. He also runs his own consultancy business providing advice to asset managers on various risk and performance measurement issues. <p>Prior to joining StatPro, Carl was Director of Risk Control and Performance at Foreign & Colonial Management Ltd., Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management. <p>Carl holds a B.Sc. Hons. in Mathematics from Manchester University, is an executive committee member of Investment-Performance.com and also an associate tutor for 7city Learning. A founder member of both the Investment Performance Council and GIPS<sup>®</sup>, Carl is ex-chair of the IPC Interpretations & IPC Verification Sub-Committees, and is a member of the Advisory Board of the Journal of Performance Measurement. <p>Author of the first edition of <i>Practical Portfolio Performance Measurement & Attribution</i> published in 2004 as part of the <i>Wiley Finance Series</i>Carl is also Editor of <i>Advanced Portfolio Attribution Analysis.</i>

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Titel: Practical Portfolio Performance Measurement ...
Verlag: Wiley & Sons, Incorporated, John
Erscheinungsdatum: 2008
Einband: Hardcover
Zustand: Good
Auflage: 2. Auflage

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Bacon, Carl R.
ISBN 10: 0470059281 ISBN 13: 9780470059289
Gebraucht Hardcover

Anbieter: Better World Books, Mishawaka, IN, USA

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Zustand: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Artikel-Nr. 8575526-6

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Bacon, C. R.
Verlag: John Wiley and Sons, 2010
ISBN 10: 0470059281 ISBN 13: 9780470059289
Gebraucht Hardcover

Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich

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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780470059289. Artikel-Nr. 9930069

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