Practical portfolio performance : measurement and attribution /
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 series . - 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 (electronic bk.) 1119206308 (electronic bk.) 9780470778050 (electronic bk.) 0470778059 (electronic bk.) (cloth/cd) (cloth/cd)
CL0500000142 Safari Books Online
2008007637
GBA813224 bnb
Uk
Investment analysis.
Portfolio management.
Business enterprises--Finance.
Corporations--Finance.
Analyse financière.
Gestion de portefeuille.
BUSINESS & ECONOMICS--Investments & Securities--General.
Investment analysis.
Portfolio management.
Electronic books.
Electronic books.
Electronic books.
HG4529 / .B33 2008eb
332.6
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 series . - 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 (electronic bk.) 1119206308 (electronic bk.) 9780470778050 (electronic bk.) 0470778059 (electronic bk.) (cloth/cd) (cloth/cd)
CL0500000142 Safari Books Online
2008007637
GBA813224 bnb
Uk
Investment analysis.
Portfolio management.
Business enterprises--Finance.
Corporations--Finance.
Analyse financière.
Gestion de portefeuille.
BUSINESS & ECONOMICS--Investments & Securities--General.
Investment analysis.
Portfolio management.
Electronic books.
Electronic books.
Electronic books.
HG4529 / .B33 2008eb
332.6