Author: Carl R. Bacon
Publisher: Wiley
Keywords: rom, wiley, finance, series, withcd, attribution, portfolio, performance, measurement, practical
Number of Pages: 402
Published: 2008-07-08
List price: $120.00
ISBN-10: 0470059281
ISBN-13: 9780470059289

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