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Practical Portfolio Performance Measurement and Attribution

2011-02-23 Business & Economics
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Release : 2011-02-23
Genre : Business & Economics
Kind : eBook
Book Rating : 477/5 ( reviews)

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Book Synopsis Practical Portfolio Performance Measurement and Attribution by : Carl R. Bacon

Download or read book Practical Portfolio Performance Measurement and Attribution written by Carl R. Bacon. This book was released on 2011-02-23. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Outlines and Highlights for Practical Portfolio Performance Measurement and Attribution by Carl R Bacon, Isbn

2010-12 Education
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Release : 2010-12
Genre : Education
Kind : eBook
Book Rating : 300/5 ( reviews)

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Book Synopsis Outlines and Highlights for Practical Portfolio Performance Measurement and Attribution by Carl R Bacon, Isbn by : Cram101 Textbook Reviews

Download or read book Outlines and Highlights for Practical Portfolio Performance Measurement and Attribution by Carl R Bacon, Isbn written by Cram101 Textbook Reviews. This book was released on 2010-12. Available in PDF, EPUB and Kindle. Book excerpt: Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780470059289 .

Practical Risk-Adjusted Performance Measurement

2012-10-05 Business & Economics
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Release : 2012-10-05
Genre : Business & Economics
Kind : eBook
Book Rating : 527/5 ( reviews)

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Book Synopsis Practical Risk-Adjusted Performance Measurement by : Carl R. Bacon

Download or read book Practical Risk-Adjusted Performance Measurement written by Carl R. Bacon. This book was released on 2012-10-05. Available in PDF, EPUB and Kindle. Book excerpt: A practitioner's guide to ex-post performance measurement techniques Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem. Unlike most books written on portfolio risk, which generally focus on ex-ante risk from an academic perspective using complicated language and no worked examples, this book focuses on ex-post risk from a buy side, asset management, risk practitioners perspective, including a number of practical worked examples for risk measures and their interpretation.

Practical Risk-Adjusted Performance Measurement

2021-10-22 Business & Economics
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Release : 2021-10-22
Genre : Business & Economics
Kind : eBook
Book Rating : 878/5 ( reviews)

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Book Synopsis Practical Risk-Adjusted Performance Measurement by : Carl R. Bacon

Download or read book Practical Risk-Adjusted Performance Measurement written by Carl R. Bacon. This book was released on 2021-10-22. Available in PDF, EPUB and Kindle. Book excerpt: Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one In the newly revised Second Edition of Practical Risk-Adjusted Performance Measurement, accomplished risk and investment expert Carl R. Bacon delivers an insightful, accessible, and real-world guide to ex-post risk measurement. The author bridges the gap between theory and practice, showing you how to apply the former to the latter without introducing unnecessary mathematical complexity. The book describes the fundamentals of risk in the asset management context and the descriptive statistics used to describe it. It builds on that foundation with detailed examinations of concepts like regression, drawdown, and partial moments, before moving on to topics like fixed income risk and Prospect Theory. With helpful additions that include recently developed measures of risk, supplementary explanatory sections, and six brand-new chapters, this book also offers: A practical classification of all ex-post risk measures and how they connect to one another An explanation of how risk-adjusted performance measures impact performance fees A discussion of risk measure dashboard designs Instructions on how appraisal measures should be used for manager selection Perfect for portfolio managers, asset owners, risk controllers, and investment performance analysts, Practical Risk-Adjusted Performance Measurement is an indispensable resource for anyone looking for a hands-on exploration of the buy-side, asset management perspective.

Practical Portfolio Performance Measurement and Attribution

2023-01-18 Business & Economics
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Release : 2023-01-18
Genre : Business & Economics
Kind : eBook
Book Rating : 962/5 ( reviews)

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Book Synopsis Practical Portfolio Performance Measurement and Attribution by : Carl R. Bacon

Download or read book Practical Portfolio Performance Measurement and Attribution written by Carl R. Bacon. This book was released on 2023-01-18. Available in PDF, EPUB and Kindle. Book excerpt: A practitioner's guide to the role and implications of performance measurement and attribution analysis in asset management firms Practical Portfolio Performance Measurement and Attribution is a comprehensive reference and guide to the use and calculation of performance returns in the investment decision process. Focusing on real-world application rather than academic theory, this highly practical book helps asset managers and investors determine return on assets, analyse portfolio behaviour and improve performance. Author Carl R. Bacon clearly describes each of the methodologies used by performance analysts in today's financial environment whilst sharing valuable insights drawn from his experience as a Director of Performance Measurement & Risk Control. The third edition is revised to reflect recent developments in performance attribution and presentation standards. Fully up-to-date chapters cover the entire performance measurement process, including return calculations, attribution methodologies, risk measures, manager selection and presentation of performance information. Written by an acknowledged leader in global investment performance standards, performance attribution technique and risk measurement Aligns with the publication of the 2020 Global Investment Performance Standards (GIPS®) Explains the mathematical aspects of performance measurement and attribution in a clear, easy-to-understand manner Provides numerous practical and worked examples of attribution analysis and risk calculations supported by Excel spreadsheets Includes signposts for the future development of performance measurement Practical Portfolio Performance Measurement and Attribution, Third Edition, remains a must-have for performance analysts and risk controllers, portfolio managers, compliance professionals and all asset managers, owners, consultants and servicing firms.

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