Practical portfolio performance :measurement and attribution -(E-BOOK) Bacon, Carl R. creator Chichester, England Hoboken, NJ Wiley c2008 2nd ed.
332.6
xiv, 384 p. : ill. ; 26 cm. + 1 CD-ROM 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). Carl R Bacon. Investment analysis Portfolio management E-BOOK 332.6 Wiley finance series 0470059281 (cloth/cd) 9780470059289 (cloth/cd) 2008007637 http://www.loc.gov/catdir/enhancements/fy0828/2008007637-b.html http://www.loc.gov/catdir/enhancements/fy0827/2008007637-d.html http://www.loc.gov/catdir/enhancements/fy0827/2008007637-t.html http://www.loc.gov/catdir/enhancements/fy0828/2008007637-b.html http://www.loc.gov/catdir/enhancements/fy0827/2008007637-d.html http://www.loc.gov/catdir/enhancements/fy0827/2008007637-t.html 20170207154044.0