Practical Portfolio Performance Measurement and Attribution (3rd Edition) – eBook

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, 3rd Edition (PDF) is a comprehensive reference and guide to using and calculating performance returns in the investment decision process. Focusing on real-world application rather than academic theory, this convenient ebook helps asset managers, and investors determine the 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 performance attribution and presentation standards developments. Fully up-to-date chapters cover the entire performance measurement process, including risk measures, manager selection, return calculations, attribution methodologies, and presentation of performance information.

• Includes signposts for the future development of performance 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
• Written by an acknowledged leader in global investment performance standards, performance attribution technique, and risk measurement

Bacon’s Practical Portfolio Performance Measurement and Attribution, Third Edition, remains a must-have for performance analysts, risk controllers, portfolio managers, compliance professionals, asset managers, owners, consultants, and servicing firms.

978-1119831945

NOTE: This sale only includes the ebook Practical Portfolio Performance Measurement and Attribution, 3rd Edition, in PDF. No access codes are included.