Practical Portfolio Performance Measurement and Attribution, Second Edition. 1 review. by Carl R. Bacon. Publisher: John Wiley & Sons. Release Date: July. Practical Performance Measurement and Attribution provides aclear David Spaulding, President, The Spaulding Group”Carl Bacon is one of the most. Practical Portfolio Performance Measurement and Attribution by Carl R. Bacon, , available at Book Depository with free delivery worldwide.
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Practical Portfolio Performance Measurement and Attribution : Carl R. Bacon :
Cagl Portfolio Performance Measurement and Attribution. Description 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.
Practical Portfolio Performance Measurement and Attribution, Second Edition [Book]
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.
Complete with a CD containing worked examples for the majority of exhibits, 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.
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Practical Portfolio Performance Measurement and Attribution
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Deep Value Tobias E. Inside the Black Box Rishi K. Quantitative Value Wesley R. Financial Modeling and Valuation Paul Pignataro. Flap copy “Thoroughly revised and substantially enhanced, the second edition of Carl Bacon’s work is indispensable portflio serious investment performance professionals. In an performmance rife with interpretive necessity, Carl stays the course with useful instruction, experienced guidance, and well organized references to the mechanics of performance measurement and attribution.
It’s a practical resource that will continue to garner the audience it deserves.
He has been a pioneer, leader, jeasurement teacher at the forefront of developments in global investment performance measurement and attribution, risk measurement, and industry standards. I attributiob very pleased he has significantly updated this timely and useful book with new emphasis on fixed income portfolko, hedge funds, and derivatives. It is a great reference for all investment management professionals. This second edition is now the most comprehensive guide to calculation and reporting techniques around the world and should be a feature on the desk of anyone working in, or using, Portrolio Measurement.
The second edition not only enhances each and every chapter but also addresses many of the latest topics in our industry. Carl’s books always deliver unassailable help in an exceptionally effective manner; a compelling instructional handbook. Back cover copy Practical portfolio performance measurement and attributionSecond Edition Carl Bacon Performance measurement and attribution are key tools in informing investment decisions and strategies.
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. Table of contents Acknowledgements. The Mathematics of Portfolio Return.
Performance Measurement for Derivatives. The Global Investment Performance Standards.
Guidance Statement on Composite Definition. Calculation Methodology Guidance Statement. Definition of Firm Guidance Statement. Treatment of Carve-outs Guidance Statement. Significant Cash Flow Guidance Statement. Guidance Statement on Performance Record Portability. Guidance Statement on the Use of Supplemental Information. He also runs his own consultancy business providing advice to asset managers on various risk and performance measurement issues.
Carl holds a B. Book perforamnce by Goodreads. Goodreads is the world’s largest site for readers with over 50 million reviews. We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book.