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    Practical Portfolio Performance Measurement and Attribution: 3rd Edition
    Practical Portfolio Performance Measurement and Attribution: 3rd Edition
    Practical Portfolio Performance Measurement and Attribution: 3rd Edition
    Audiobook13 hours

    Practical Portfolio Performance Measurement and Attribution: 3rd Edition

    Written by Carl R. Bacon

    Narrated by Tyler Jaques

    ()

    About this audiobook

    A practitioner's guide to the role and implications of performance measurement and attribution analysis in asset management firms

    Practical Portfolio Performance Measurement and Attributionis 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 signposts for the future development of performance measurement
    Practical Portfolio Performance Measurement and Attribution, Third Edition, remains a must-have for performance analysts and risk controllers, portfolio managers, compliance professionals and all asset managers, owners, consultants and servicing firms.
    LanguageEnglish
    PublisherG&D Media
    Release dateJul 4, 2023
    ISBN9781722552053
    Practical Portfolio Performance Measurement and Attribution: 3rd Edition

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