Practical portfolio performance measurement and attribution /

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"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 behavior of a portfolio of assets, communicate...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Bacon, Carl R. (Author)
Format: Electronic eBook
Language:Inglés
Published: Hoboken, NJ : Wiley, 2023.
Edition:Third edition.
Series:Wiley finance
Subjects:
Investment analysis.
Portfolio management.
Business enterprises > Finance.
Corporations > Finance.
Analyse financière.
Gestion de portefeuille.
Business enterprises > Finance
Corporations > Finance
Investment analysis
Portfolio management
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Front Matter
  • Introduction
  • The Asset Management Industry
  • The Mathematics of Portfolio Return
  • Benchmarks
  • Risk
  • Return Attribution
  • Performance Presentation Standards
  • Bringing It All Together
  • Glossary of Key Terms
  • Simple Attribution
  • Multi-Currency Attribution Methodology
  • Bibliography
  • About the Author
  • Index

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