Practical Portfolio Performance Measurement and Attribution - Rilegato

Bacon, Carl R.

Rilegato

ISBN 10: 0470856793 ISBN 13: 9780470856796

Casa editrice: Halsted Pr, 2004

Riassunto

An introductory guide to the significant developments in the area of performance measurement
This book provides a clear introduction to the subject of performance measurement. Focusing more on the practical use and calculation of performance returns rather than the academic background it will help readers gain a clear understanding of the role and implications of performance measurement in today's financial environment.
Carl Bacon (London, UK) is Chairman, StatPro Group PLC, a company that develops and markets specialist middle office reporting software to the asset management industry.

Su questo libro

Informazioni sull?autore

CARL BACON joined StatPro Group plc as Chairman in April 2000. StatPro develops and markets specialist middle-office reporting software to the asset management industry. Carl 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 BSc Hons in Mathematics from Manchester University and is a member of the UK Investment Performance Committee (UKIPC), the European Investment Performance Committee (EIPC) and the Investment Performance Council (IPC). An original GIPS committee member, Carl also chairs the IPC Interpretations Sub-Committee, is ex-chair of the IPC Verification Sub-Committee and is a member of the Advisory Board of the Journal of Performance Measurement.

Dal risvolto di copertina interno

Carl Bacon s book is an extremely useful addition to the literature in performance attribution. For the beginner it gives an easy-to-understand introduction into the different concepts, whereas it is a comprehensive reference guide for the experienced investment professional. Stefan Illmer PhD, CREDIT SUISSE ASSET MANAGEMENT

Carl Bacon is one of the most knowledgeable professionals I know on the subject of Performance Measurement. He has been a pioneer, leader, and teacher at the forefront of developments in global investment performance standards, performance attribution technique, and risk measurement. I am very pleased he has written this timely and useful book as a complete reference and explanation update on these important subjects. James Hollis, Managing Director, Cutter Associates

Though the subject matter is complex, Carl strikes the right balance between theory and reality. This book should have a permanent spot on the desk of every performance practitioner. I will refer to it often. Karyn Vincent, CFA, Vincent Performance Services LLC

Whether you are a provider or a user of Performance Analysis, this book is well structured, informative and truly a practical guide in every sense. Gary Hilldrup, Global Head Performance, Risk & Client Reporting, Fortis Investments

Dettagli dell'edizione

• Editore: Halsted Pr
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0470856793
• ISBN 13: 9780470856796
• Rilegatura: Copertina rigida
• Numero di pagine: 225
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile