ENGLISH

Practical Portfolio Performance Measurement and Attribution (The Wiley Finance Series)

By Carl R. Bacon

Book information

Publisher
Wiley
Year
2004
ISBN
9780470856796, 0470856793
LCC
HG4529 .B33 2004
Open Library ID
OL3432814M
Language
english
Format
PDF
Filesize
2 MB (1916663 bytes)
Series
The Wiley Finance Series
Pages
242\242
Topic
Economy
Time added
2010-02-18 13:16:04

Description

This book provides you with everything you need to understand performance analytics. It's well written and very comprehensive. Some parts of this book might bore you this death, but performance analytics is boring to begin with (at least for me). There's so much to learn and little to apply especially if you use powerful and dynamic investemnt tools like bloomberg and factset which already have the capabilities to do attribution, contribution, return calculations, and tons of other functions without any need to see the underlying calculation methodology. I give this book 4 stars because it does not bring anything new to the table or any advanced topics on fixed income and hedge funds. However I highly recommend it to any person working in a performance analytics group.

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