Practical Portfolio Performance Measurement and Attribution

4.29 avg rating
( 7 ratings by Goodreads )
 
9780470059289: Practical Portfolio Performance Measurement and Attribution

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.

"synopsis" may belong to another edition of this title.

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)

About the Author:

CARL BACON CIPM, is Chairman of StatPro, a data and software development specialist providing services for the asset management industry. He also runs his own consultancy business providing advice to asset managers on various risk and performance measurement issues.

Prior to joining StatPro, Carl was Director of Risk Control and Performance at Foreign & Colonial Management Ltd., Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management.

Carl holds a B.Sc. Hons. in Mathematics from Manchester University, is an executive committee member of Investment-Performance.com and also an associate tutor for 7city Learning. A founder member of both the Investment Performance Council and GIPS®, Carl is ex-chair of the IPC Interpretations & IPC Verification Sub-Committees, and is a member of the Advisory Board of the Journal of Performance Measurement.

Author of the first edition of Practical Portfolio Performance Measurement & Attribution published in 2004 as part of the Wiley Finance Series, Carl is also Editor of Advanced Portfolio Attribution Analysis.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 135.00
US$ 88.92

Convert Currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Carl R. Bacon
Published by John Wiley and Sons Ltd, United Kingdom (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United Kingdom, 2008. Hardback. Book Condition: New. 2nd ed.. Language: English . Brand New Book. 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. Bookseller Inventory # AAH9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 88.92
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Carl R. Bacon
Published by John Wiley and Sons Ltd, United Kingdom (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: 10
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United Kingdom, 2008. Hardback. Book Condition: New. 2nd ed.. Language: English . Brand New Book. 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. Bookseller Inventory # AAH9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 89.75
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Carl R. Bacon
Published by Wiley 2008-05-16, Hoboken, N.J. :|Chichester (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Wiley 2008-05-16, Hoboken, N.J. :|Chichester, 2008. hardback. Book Condition: New. Bookseller Inventory # 9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 82.22
Convert Currency

Add to Basket

Shipping: US$ 7.98
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Carl R. Bacon
Published by John Wiley and#38; Sons (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description John Wiley and#38; Sons, 2008. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # FW-9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 83.97
Convert Currency

Add to Basket

Shipping: US$ 11.98
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Carl R. Bacon
Published by John Wiley & Sons
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: > 20
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons. Hardcover. Book Condition: New. New copy - Usually dispatched within 2 working days. Bookseller Inventory # B9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 93.27
Convert Currency

Add to Basket

Shipping: US$ 9.23
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

CARL R. BACON
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description 2008. Hardback. Book Condition: NEW. 9780470059289 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Bookseller Inventory # HTANDREE0769061

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 109.29
Convert Currency

Add to Basket

Shipping: US$ 10.64
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Carl R. Bacon
Published by Wiley (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Wiley, 2008. Hardcover. Book Condition: New. book. Bookseller Inventory # M0470059281

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 121.50
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Carl R. Bacon
Published by John Wiley and#38; Sons (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description John Wiley and#38; Sons, 2008. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IP-9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 119.78
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

9.

Bacon, Carl R.
Published by John Wiley & Sons Inc (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Hardcover Quantity Available: 2
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons Inc, 2008. Hardcover. Book Condition: Brand New. 2nd hardback/cd-rom edition. 384 pages. 10.00x6.75x1.25 inches. In Stock. Bookseller Inventory # __0470059281

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 125.65
Convert Currency

Add to Basket

Shipping: US$ 7.98
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Carl R. Bacon
Published by John Wiley and#38; Sons (2008)
ISBN 10: 0470059281 ISBN 13: 9780470059289
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description John Wiley and#38; Sons, 2008. HRD. Book Condition: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Bookseller Inventory # IP-9780470059289

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 126.23
Convert Currency

Add to Basket

Shipping: US$ 11.98
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book