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

Edition 2nd ed Published Chichester, England ; Hoboken, NJ : Wiley, ©2008

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Description 1 online resource (xiv, 384 pages) : illustrations 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 Bibliography Includes bibliographical references (pages 377-380) and index Notes Print version record Subject Investment analysis. Portfolio management. Business enterprises -- Finance. Corporations -- Finance. BUSINESS & ECONOMICS -- Investments & Securities -- General. Corporations -- Finance Business enterprises -- Finance Investment analysis Portfolio management Form Electronic book ISBN 9781119206309 1119206308 9780470778050 0470778059

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