Bacon, Carl R.
Practical portfolio performance : measurement and attribution /
Carl R Bacon.
- 2nd ed.
- Chichester, England ; Hoboken, NJ : Wiley, ©2008.
- 1 online resource (xiv, 384 pages) : illustrations.
- Wiley finance .
- Wiley finance series. .
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.
9781119206309 1119206308 9780470778050 0470778059
CL0500000142 Safari Books Online
GBA813224 bnb
Uk
Investment analysis.
Portfolio management.
Electronic books.
HG4529 / .B33 2008eb
332.6