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