- Wiley
Practical Portfolio Performanc
Key Metrics
- Carl R Bacon
- Wiley
- Hardcover
- 9780470059289
- 9.75 X 6.94 X 1.11 inches
- 1.89 pounds
- Business & Economics > Investments & Securities - General
- English
Book Description
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.
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