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.

About the Author:

About the author

CARL BACON 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.

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.

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^�, 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.

Author of the first edition of Practical Portfolio Performance Measurement & Attribution published in 2004 as part of the Wiley Finance SeriesCarl is also Editor of Advanced Portfolio Attribution Analysis.

"About this title" may belong to another edition of this title.

Store Description

Better World Books (https://www.BetterWorldBooks.com) is a for-profit, socially conscious business and a global online bookseller that collects and sells new and used books online, matching each purchase with a book donation. Each sale generates funds for literacy and education initiatives in the U.S., the UK, and around the world. Since its launch in 2003, Better World Books has raised $33 million for libraries and literacy, donated over 32 million books, and reused or recycled more than 397 million books.

Visit Seller's Storefront

Seller's business information

Better World Books Marketplace, Inc.
55740 Currant Road, Mishawaka, IN, 46545, U.S.A.

Terms of Sale:

Better World Books (BWB) values your satisfaction and offers you returns within thirty (30) days after the estimated delivery date on most items. All returned items must be in the original condition; used items should include the SKU sticker located on the spine or back of the product.

If you have an incomplete, incorrect, or damaged shipment, please contact our Customer Care team via Abebooks contact seller options before proceeding with the return.Please keep in mind that because we deal mostl...

More Information

Shipping Terms:

Please allow 1-2 business days for order fulfillment.

Payment Methods
accepted by seller