Practical Portfolio Performance Measurement and Attribution (Hardcover)

Carl R. Bacon

ISBN 10: 1119831946 / ISBN 13: 9781119831945

Published by John Wiley & Sons Inc, New York, 2023

About this Item

Hardcover. A practitioner's guide to the role and implications of performance measurement and attribution analysis in asset management firms Practical 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 measurement Practical 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9781119831945

Bibliographic Details

Title: Practical Portfolio Performance Measurement ...

Publisher: John Wiley & Sons Inc, New York

Publication Date: 2023

Binding: Hardcover

Condition: new

Edition: 3rd Edition