Tags: Portfolio Performance, Attribution, Carl Bacon, Investment Analysis, GIPS, Finance, Asset Management, Wiley Finance Series, Benchmarking
Practical Portfolio Performance Measurement and Attribution by Carl R. Bacon (ISBN 9781119831945) - Hardcover
- Type: Hardcover Book.
- Publisher: Wiley
- Language : English
Practical Portfolio Performance Measurement and Attribution by Carl R. Bacon (ISBN 9781119831945)
Practical Portfolio Performance Measurement and Attribution by Carl R. Bacon is one of the most respected and widely used references in professional investment management. Part of the Wiley Finance Series, this 2023 edition provides an authoritative and practical framework for calculating portfolio returns, analysing performance attribution, constructing benchmarks, and presenting GIPS-compliant reports.
Product Details
- Title: Practical Portfolio Performance Measurement and Attribution
- Author: Carl R. Bacon
- Publisher: Wiley
- Publication Date: 26 January 2023
- ISBN-13: 9781119831945
- Format: Hardcover
- Pages: 368 + tables, formulas, charts, and case examples
- Price: £42.99
- Availability: In Stock | Free UK & EU Shipping
This book equips investment professionals with concrete, reliable methodologies to measure, understand, and improve portfolio performance. Bacon clearly explains return calculations, attribution techniques, risk-adjusted metrics, benchmark construction, and performance appraisal — all essential skills for modern portfolio management.
Key Features
- Comprehensive Performance Framework: Return measurement, time-weighting, money-weighting, and link methods.
- Attribution Analysis: Brinson models, fixed-income attribution, multi-currency attribution, and multi-factor analysis.
- GIPS Compliance: Guidance for constructing and presenting composites under modern GIPS standards.
- Risk Metrics: Tracking error, information ratio, volatility, downside risk, and value added.
- Up-to-Date 2023 Edition: Improved methodologies, updated examples, and new risk attribution insights.
Table of Contents Highlights
- Fundamentals of Performance Measurement
- Return Calculation Methods
- Benchmarking and Index Construction
- Equity Attribution and Fixed-Income Attribution
- Risk-Adjusted Performance
- Global Investing and Currency Attribution
- GIPS Standards and Performance Presentation
- Case Studies and Best Practices
Who Should Use This Book?
- Asset managers and portfolio analysts
- Fund managers and quant researchers
- Risk and performance teams
- Financial analysts preparing GIPS-compliant reporting
- Investment management students and CFA candidates
Why Buy from BooksGoat UK?
- Best Price: £42.99 vs RRP £54.99
- Free UK & EU Shipping
- Authentic Wiley Finance Edition verified ISBN 9781119831945
- Eco-Friendly Packaging with fast dispatch
FAQs
- Is this book used professionally?
- Yes — it is widely used by asset managers, performance teams, and CFA candidates globally.
- Does it include formulas and examples?
- Yes — practical, step-by-step examples, charts, and formula derivations are provided.
- Does it cover fixed-income attribution?
- Yes — includes detailed bond attribution and multi-currency attribution frameworks.
Final Call – Buy Now
Practical Portfolio Performance Measurement and Attribution by Carl R. Bacon is the essential reference for anyone measuring or evaluating investment performance. Order now from BooksGoat.co.uk for just £42.99. Free UK & EU shipping included.
