rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Practical Portfolio Performance Measurement and Attribution, Second Edition
  name:
    name part: Bacon, Carl
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Safari, an O'Reilly Media Company
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: xx
    date issued: 2008
    edition: 1st edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (400 pages)
  abstract: 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 in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. Complete with a CD containing worked examples for the majority of exhibits, the book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management. "The ebook version does not provide access to the companion files."
  note: Bacon, Carl.
  note: Electronic resource.
  note: Electronic reproduction. Boston, MA : Safari, Available via World Wide Web. 2008.
  note: Mode of access: World Wide Web.
  identifier: 9780470059289
  identifier: 0470059281
  identifier: https://proxy.library.tamu.edu/login
  record info:
    record creation date: 060613
    record change date: 20260130165456.1
    record identifier: in00004263328