Practical portfolio performance : measurement and attribution /
"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...
| Main Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, England ; Hoboken, NJ :
Wiley,
©2008.
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| Edition: | 2nd ed. |
| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | "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. 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 publisher. |
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| Physical Description: | 1 online resource (xiv, 384 pages : : illustrations.) |
| Bibliography: | Includes bibliographical references (pages 377-380) and index. |
| ISBN: | 9781119206309 (electronic bk.) 1119206308 (electronic bk.) |