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. Complete
with a CD containing worked examples for the majority of exhibits,
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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CD-ROM