Practical portfolio performance: measurement and attribution
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Bibliographic Details
Main Author: Bacon, Carl R. (Author)
Format: Electronic eBook
Language:English
Published: Chichester, England Wiley c2008
Edition:2nd ed
Series:Wiley finance series
Subjects:
Online Access:Volltext
Item Description:Includes bibliographical references (p. [377]-380) and index
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
Physical Description:1 Online-Ressource (xiv, 384 p.)
ISBN:9780470778050
0470778059

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