Practical Portfolio Performance Measurement and Attribution

Carl R. Bacon

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Lingua: inglese

Editore: John Wiley and Sons Inc, US, 2023

1119831946 / 9781119831945

Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK

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Descrizione dell’articolo da parte del venditore

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 and 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.

Codice articolo LU-9781119831945

Titolo
Practical Portfolio Performance Measurement and Attribution
Autore
Carl R. Bacon
Editore
John Wiley and Sons Inc, US
Anno di pubblicazione
2023
Condizione
New
Rilegatura
Hardback
Lingua
inglese
ISBN 10
1119831946
ISBN 13
9781119831945
Edizione
terza edizione
Peso dell'articolo
1136 grammi

Rarewaves.com UK

London, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 11 giugno 2025

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 60 a 60 giorni lavorativiDa 60 a 60 giorni lavorativi
Primo articoloEUR 75,99EUR 116,91
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