Investment Performance Attribution: A Guide to What It Is, How to Calculate It, and How to Use It

David Spaulding

ISBN 10: 0071408851 / ISBN 13: 9780071408851

Published by McGraw-Hill, 2003

About this Item

1st edition. 254 pages. 6.00x9.50x1.25 inches. In Stock.

Seller Inventory # x-0071408851

Bibliographic Details

• Title: Investment Performance Attribution: A Guide to What It Is, How to Calculate It, and How to Use It
• Publisher: McGraw-Hill
• Publication Date: 2003
• Language: English
• ISBN 10: 0071408851
• ISBN 13: 9780071408851
• Binding: Paperback
• Condition: Brand New
• Weight: 0.55 kilograms

About this title

Synopsis

Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.

About the Author

David Spaulding is president of consulting and research firm The Spaulding Group and publisher of The Journal of Performance Measurement.