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" Practical portfolio performance "
Carl R. Bacon
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BL
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| Record Number
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629185
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| Doc. No
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dltt
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| Main Entry
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Bacon, Carl R
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| Title & Author
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Practical portfolio performance : measurement and attribution /\ Carl R. Bacon
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| Edition Statement
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2nd ed
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| Publication Statement
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Chichester, UK :: Wiley,, 2008
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| Series Statement
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Wiley finance
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| Page. NO
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1 online resource (xiv, 384 p.) :: ill
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| ISBN
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9780470059289
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0470059281
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| Bibliographies/Indexes
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Includes bibliographical references (p. [377]-380) and index
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| Contents
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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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| Subject
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Investment analysis
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| Subject
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Portfolio management
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| LC Classification
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HG4529.B33 2008
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| Added Entry
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Ohio Library and Information Network
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