|
Frequently Bought Together
Customers Who Bought This Item Also Bought
Investment Performance Measurement (Frank J. Fabozzi Series) by Bruce J. Feibel |
Investment Performance Attribution: A Guide to What It Is, How to Calculate It and How to Use It by David Spaulding |
by Andrew Colin
|
by Nassim Nicholas Taleb
|
When Markets Collide: Investment Strategies for the Age of Global Economic Change by Mohamed El-Erian |
Product details
Would you like to update product info or give feedback on images?
|
Customers Viewing This Page May Be Interested in These Sponsored Links(What is this?) |
Product 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.
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.
From the Inside Flap
“Thoroughly revised and substantially enhanced, the second edition of Carl Bacon’s work is indispensable for serious investment performance professionals.”
—Philip Lawton, CFA, CIPM Head, CIPM Program, CFA Institute
“He’s a standout, a true expert in the field. In an industry 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."
—Tobin S. Cochran, Partner/President, Ashland Partners & Company LLP
“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 measurement and attribution, risk measurement, and industry standards. I am very pleased he has significantly updated this timely and useful book with new emphasis on fixed income attribution, hedge funds, and derivatives. It is a great reference for all investment management professionals.”
—James Hollis, Managing Director, Cutler Associates
“Carl has updated his book with further developments and to reflect his extensive travels and discussion about Performance Measurement. 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, Performance Measurement.”
—Brian Chapman, Director and Leader of GIPS related services, KPMG
“Carl’s first edition is a renowned reference manual. 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.”
—Mark Goodey, Head of Performance, Morley Fund Management (AVIVA Investors)
Tags Customers Associate with This Product(What's this?)Click on a tag to find related items, discussions, and people.
|
Customer Reviews
|
Share your thoughts with other customers:
|
||||||||||||||||||||||
Most Helpful Customer Reviews
Share your thoughts with other customers: Create your own review
|
 |
Listmania!
Look for similar items by category
Look for similar items by subject
Feedback
- Would you like to update product info or give feedback on images?
- I am the Author, and I want to comment on my book.
- I am the Publisher, and I want to comment on this book.
Investment Performance Measurement
Investment performance measurement is the quantification of the...
Read more
|
Let Olay Amaze You |
Treat Someone
With an Amazon.co.uk Gift Certificate, you can get them what they want (even if you don't know what that is). |
||||||||
| |||||
Your Recent History
(What's this?)|
You have no recently viewed items or searches.
After viewing product detail pages or search results, look here to find an easy way to navigate back to pages you are interested in. Look to the right column to find helpful suggestions for your shopping session. |
Continue Shopping: Top Sellers
| ||||
Amazon Home | |
| International Sites: United States | Germany | France | Japan | Canada | China | |
| Business Programs: Sell on Amazon | Fulfilment by Amazon | Join Associates | Join Advantage | |
| Customer Service | Help | View Basket | Your Account | |
| About Amazon.co.uk | Careers at Amazon | |
| Conditions of Use & Sale | Privacy Notice © 1996-2009, Amazon.com, Inc. and its affiliates |