Practical portfolio performance : measurement and attribution / Carl R Bacon.

By:

Bacon, Carl R

Material type: Text

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781119206309
1119206308
9780470778050
0470778059

Subject(s):

Genre/Form:

Additional physical formats: Print version:: Practical portfolio performance.DDC classification:

332.6 22

LOC classification:

HG4529 .B33 2008eb

Online resources:

Click here to access online

Contents:

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.

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Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

Includes bibliographical references (pages 377-380) and index.

Print version record.

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