Practical Portfolio Performance Measurement and Attribution

Practical Portfolio Performance Measurement and AttributionCondition: BRAND NEW ISBN: 9781119831945 Year: 2023 Publisher: John Wiley & Sons (UK) Description: 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

Condition: BRAND NEW
ISBN: 9781119831945
Year: 2023
Publisher: John Wiley & Sons (UK)


Description:


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 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 signpo