Practical Risk-Adjusted Performance Measurement

Beschreibung

Practical risk-adjusted performance measurement "If there is a risk measure missing from Carl Bacon's quite detailed, well written, and thoroughly researched tome, it is probably brand new or known to but a very few. Carl's latest offering belongs on the bookshelves of all who consider themselves performance and risk measurement professionals, as it will no doubt prove to be a handy and frequently visited reference."--David Spaulding, CIPM, President, The Spaulding Group, Inc "As the importance of investment performance analysis continues to grow, the pertinence of risk as part of that analysis is increasingly recognized. Carl Bacon has been a leader amongst industry experts calling for more focus on risk analytics. His book provides excellent context, perspective and guidance for industry practitioners on this important topic."--Todd Juillerat, CFA, Managing Director, State Street Global Advisors "At last a book written for practitioners by a practitioner, a book that starts with the theory but uniquely then provides guidance and direction on how to put that theory into everyday practise."--Colin Morrison, Owner, Paradigm Investment Consulting Limited "Carl has always been the must-see keynote lecturer at any serious investment performance measurement conference. I am thrilled that his latest masterpiece, Practical Risk-Adjusted Performance Measurement, assembles his vast practical knowledge in a practitioner friendly volume."--Todd Jankowski, Head CIPM Program, CFA Institute
A practitioner's guide to ex-post performance measurement techniques Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem. Unlike most books written on portfolio risk, which generally focus on ex-ante risk from an academic perspective using complicated language and no worked examples, this book focuses on ex-post risk from a buy side, asset management, risk practitioners perspective, including a number of practical worked examples for risk measures and their interpretation.

Autor*in

Carl R. Bacon

Themen in »Practical Risk-Adjusted Performance Measurement«

Finance & Investments Finanz- u. Anlagewesen Institutional & Corporate Finance Institutionelle Finanzplanung

Stimmen zu »Practical Risk-Adjusted Performance Measurement«

Details

Link teilen