Bacon, Carl R.

Practical portfolio performance :measurement and attribution -(E-BOOK) 332.6 Carl R Bacon. - 2nd ed. - Chichester, England ; Hoboken, NJ : Wiley, c2008. - xiv, 384 p. : ill. ; 26 cm. + 1 CD-ROM - Wiley finance . - Wiley finance series. .

Introduction (Page-1),The Mathematics of Portfolio Return (Page-5),Benchmarks (Page-39),Risk (Page-61),Performance Attribution (Page-117),Multi-currency Attribution (Page-135),Fixed Income Attribution (Page-171),Multi-period Attribution (Page-191),Further Attribution Issues (Page-209), Performance Measurement for Derivatives (Page-227),Performance Presentation Standards (Page-247).

0470059281 (cloth/cd) 9780470059289 (cloth/cd)

2008007637


Investment analysis.
Portfolio management.


E-BOOK

332.6