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|a Includes bibliographical references (pages 377-380) and index.
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|a The mathematics of portfolio return -- Benchmarks -- Risk -- Performance attribution -- Multi-currency attribution -- Fixed income attribution -- Multi-period attribution -- Further attribution issues -- Performance measurement for derivatives -- Performance presentation standards.
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|i Print version:
|a Bacon, Carl R.
|t Practical portfolio performance.
|b 2nd ed.
|d Chichester, England ; Hoboken, NJ : Wiley, ©2008
|w (DLC) 2008007637
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