Practical Portfolio Performance Measurement and Attribution, 3rd Edition
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Product details
| Management number | 201823018 | Release Date | 2025/10/08 | List Price | $38.55 | Model Number | 201823018 | ||
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Practical Portfolio Performance Measurement and Attribution is a comprehensive guide to performance measurement and attribution analysis in asset management firms, focusing on real-world application and providing valuable insights from an experienced director. The third edition is revised to reflect recent developments and is aligned with the 2020 Global Investment Performance Standards.
Format: Hardback
Length: 560 pages
Publication date: 26 January 2023
Publisher: John Wiley & Sons Inc
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, analyze portfolio behavior, and improve performance. Author Carl R. Bacon clearly describes each of the methodologies used by performance analysts in today's financial environment, while 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 measurement, Aligns 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 manner, Provides numerous practical and worked examples of attribution analysis and risk calculations supported by Excel spreadsheets, Includes 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, portf.
Weight: 1156g
Dimension: 180 x 253 x 39 (mm)
ISBN-13: 9781119831945
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