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Practical Portfolio Performance Measurement and Attribution

Practical Portfolio Performance Measurement and Attribution

by Carl R. Bacon (Author)
★★★★★
★★★★★

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Only 4 left in stock.
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A practitioner's guide to the role and implications of performance measurement and attribution analysis in asset management firmsPractical Portfolio Performance Measurement and Attribution is a comprehensive reference and guide to the use and calculation of performance returns in the investment decision process. Focusing on real-world application rather than academic theory, this highly practical book helps asset managers and investors determine return on assets, analyse portfolio behaviour and improve performance. Author Carl R. Bacon clearly describes each of the methodologies used by performance analysts in today's financial environment whilst sharing valuable insights drawn from his experience as a Director of Performance Measurement & Risk Control.The third edition is revised to reflect recent developments in performance attribution and presentation standards. Fully up-to-date chapters cover the entire performance measurement process, including return calculations, attribution methodologies, risk measures, manager selection and presentation of performance information.Written by an acknowledged leader in global investment performance standards, performance attribution technique and risk measurementAligns with the publication of the 2020 Global Investment Performance Standards (GIPS®)Explains the mathematical aspects of performance measurement and attribution in a clear, easy-to-understand mannerProvides numerous practical and worked examples of attribution analysis and risk calculations supported by Excel spreadsheetsIncludes signposts for the future development of performance measurementPractical Portfolio Performance Measurement and Attribution, Third Edition, remains a must-have for performance analysts and risk controllers, portfolio managers, compliance professionals and all asset managers, owners, consultants and servicing firms. Read more

Product Information

PublisherWiley
Publication dateJan. 24 2023
Edition3rd
LanguageEnglish
Print length560 pages
ISBN-101119831946
ISBN-13978-1119831945
Item weight839 g
Dimensions17.27 x 4.06 x 24.64 cm
Best Sellers Rank#456,950 in Books (See Top 100 in Books) #126 in Corporate Finance in Accounting #250 in Investments & Securities Textbooks #293 in Corporate Finance (Books)
Customer Reviews5.0 5.0 out of 5 stars 4 ratings

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