Practical Portfolio Performance Measurement and Attribution

Practical Portfolio Performance Measurement and Attribution
Author :
Publisher : John Wiley & Sons
Total Pages : 488
Release :
ISBN-10 : 9781119995470
ISBN-13 : 1119995477
Rating : 4/5 (70 Downloads)

Book Synopsis Practical Portfolio Performance Measurement and Attribution by : Carl R. Bacon

Download or read book Practical Portfolio Performance Measurement and Attribution written by Carl R. Bacon and published by John Wiley & Sons. This book was released on 2011-02-23 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. 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.


Practical Portfolio Performance Measurement and Attribution Related Books

Practical Portfolio Performance Measurement and Attribution
Language: en
Pages: 488
Authors: Carl R. Bacon
Categories: Business & Economics
Type: BOOK - Published: 2011-02-23 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the in
The Complete Guide to Portfolio Performance
Language: en
Pages: 1095
Authors: Georges Hubner
Categories: Business & Economics
Type: BOOK - Published: 2024-06-04 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

An intuitive and effective desk reference for performance measurement in asset and wealth management In The Complete Guide to Portfolio Performance: Appraise, A
Investment Manager Analysis
Language: en
Pages: 321
Authors: Frank J. Travers
Categories: Business & Economics
Type: BOOK - Published: 2011-08-31 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Praise for Investment Manager Analysis "This is a book that should have been written years ago. It provides a practical, thorough, and completely objective meth
Your Complete Guide to Factor-Based Investing
Language: en
Pages: 360
Authors: Andrew L. Berkin
Categories: Business & Economics
Type: BOOK - Published: 2016-10-07 - Publisher:

DOWNLOAD EBOOK

There are hundreds of exhibits in the investment "factor zoo." Which ones are actually worth your time, and your money? Andrew L. Berkin and Larry E. Swedroe, c
Active Index Investing
Language: en
Pages: 535
Authors: Steven A. Schoenfeld
Categories: Business & Economics
Type: BOOK - Published: 2011-08-04 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

For over three decades, indexing has become increasingly accepted by both institutional and individual investors. Index benchmarks and investment products that