Practical Portfolio Performance Measurement and Attribution is 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.

About the Author

CARL R. BACON, CIPM, is Chief Advisor to Confluence. He is a member of the Advisory Board of the Journal of Performance Measurement and Founder of The Freedom Index Company. He is the former Chairman of StatPro plc, Director of Risk Control and Performance at Foreign & Colonial Management Ltd and Vice President Head of Performance (Europe) for JP Morgan Investment Management Inc.

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

Store Description

Account dedicated to Print on Demand titles. Brook Bookstore offers a wide selection of books with a continuously updated catalog and fast shipments all over the world. We hold distribution rights with all of the publishers we promote and are in continuous search of new interesting titles to propose to our customers. We are part of Brandon Group SRL (an Italian company) and all of the orders are shipped from Europe. Depending on availability orders will be picked from our different warehouses. CONTACT US If you have any questions please do not hesitate to contact us sending a message to our store. We have a well prepared customer service team who will be happy to assist you. Our working hours are from Monday to Friday from 9:30 to 18:30 (CET, UTC +1) so messages received during the weekends might be responded with a slight delay but we guarantee you will get back to you as soon as possible. RETURNS If you want to return your order, please submit your request through Abebooks platform. Returns requests are managed case by case by our team and always in line with Abebooks policies: AbeBooks? Return Policy guarantees that you can return any book for a refund within 30 days, when the return is due to an error on the bookseller?s part. When the motive of the return is not due to an error of the seller it is up to Brook Bookstore to accept the return or else after studying the case. CANCELLATION You can send a cancellation request to our customer service team while the package has not yet been shipped. After that we cannot ensure we can retrieve the parcel but we suggest you to get in touch with us in order to verify the case. INVOICE You can request the invoice to be issued together with the shipment of the order or, at the latest, in the same month of the shipment.

Visit Seller's Storefront

Seller's business information

Brandon Group S.R.L.
Via Vannella Gaetani 27, Brandon Group, Napoli, NA, 80121, Italy

Sale & Shipping Terms

Terms of Sale

Account dedicated to Print on Demand titles.

CANCELLATION
You can send a cancellation request from the order page while the package has not yet been shipped. After that we cannot ensure we can retrieve the parcel but we suggest you to get in touch with us in order to verify the case.

INVOICE
You can request the invoice to be issued together with the shipment of the order or, at the latest, in the same month of the shipment.

RETURNS
If you want to return your order, please contact us for authoriz...

More Information

Shipping Terms

Shipping rates from Italy to U.S.A.

Shipping rates from Italy to U.S.A.
Order quantity	25 to 40 business days	60 to 60 business days
First item	US$ 12.79	US$ 594.31

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.