Practical Portfolio Performance Measurement and Attribution
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Beschreibung
Performance measurement and attribution are key tools in informinginvestment decisions and strategies. Performance measurement is thequality control of the investment decision process, enabling moneymanagers to calculate return, understand the behaviour of aportfolio of assets, communicate with clients and determine howperformance can be improved.
Focusing on the practical use and calculation of performancereturns rather than the academic background, Practical PortfolioPerformance Measurement and Attribution provides a clear guide tothe role and implications of these methods in today's financialenvironment, enabling readers to apply their knowledge withimmediate effect.
Fully updated from the first edition, this book covers key newdevelopments such as fixed income attribution, attribution ofderivative instruments and alternative investment strategies,leverage and short positions, risk-adjusted performance measuresfor hedge funds plus updates on presentation standards. Completewith a CD containing worked examples for the majority of exhibits,the book covers the mathematical aspects of the topic in anaccessible and practical way, making this book an essentialreference for anyone involved in asset management.
Autor*in
Carl R. Bacon
Themen in »Practical Portfolio Performance Measurement and Attribution«
Finance & Investments Finanz- u. Anlagewesen Institutional & Corporate Finance Institutionelle Finanzplanung Portfoliomanagement