Practical portfolio performance : measurement and attribution / Carl R Bacon.
Series: Wiley finance seriesPublication details: Chichester, England ; Hoboken, NJ : Wiley, ©2008.Edition: 2nd edDescription: 1 online resource (xiv, 384 pages) : illustrationsContent type:- text
- computer
- online resource
- 9781119206309
- 1119206308
- 9780470778050
- 0470778059
- 332.6 22
- HG4529 .B33 2008eb
| Item type | Current library | Home library | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN TUN SERI LANANG | PERPUSTAKAAN TUN SERI LANANG KOLEKSI AM-P. TUN SERI LANANG (ARAS 5) | ebook (Browse shelf(Opens below)) | 1 | Available |
Includes bibliographical references (pages 377-380) and index.
The mathematics of portfolio return -- Benchmarks -- Risk -- Performance attribution -- Multi-currency attribution -- Fixed income attribution -- Multi-period attribution -- Further attribution issues -- Performance measurement for derivatives -- Performance presentation standards.
Print version record.
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