Practical Portfolio Performance Measurement and Attribution (3rd Edition) – PDF
A practical guide to performance measurement and attribution analysis in asset management firms
The Practical Portfolio Performance Measurement and Attribution, 3rd Edition (PDF) is a comprehensive reference and guide on how to calculate performance returns in the investment decision-making process. This ebook focuses on real-world application and provides valuable insights from the author, Carl R. Bacon, who has extensive experience as a Director of Performance Measurement & Risk Control.
The third edition has been updated to reflect recent developments in performance attribution and presentation standards. It covers the entire performance measurement process, including risk measures, manager selection, return calculations, attribution methodologies, and presentation of performance information.
Here are some key features of the book:
- Includes signposts for the future development of performance measurement
- Aligns with the 2020 Global Investment Performance Standards (GIPS®)
- Explains the mathematical aspects of performance measurement and attribution in a clear and understandable manner
- Provides practical examples of attribution analysis and risk calculations using Excel spreadsheets
- Written by a recognized expert in global investment performance standards, performance attribution techniques, and risk measurement
The Practical Portfolio Performance Measurement and Attribution, Third Edition is a valuable resource for performance analysts, risk controllers, portfolio managers, compliance professionals, asset managers, owners, consultants, and servicing firms.
ISBN: 978-1119831945
Please note: This sale only includes the ebook Practical Portfolio Performance Measurement and Attribution, 3rd Edition in PDF format. No access codes are included.
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