Investment Performance Attribution by David Spaulding

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Investment Performance Attribution by David Spaulding

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Summary

Provides an overview of analytical techniques used to evaluate portfolios, such as the excess return above (or below) the benchmark. A proper attribution tells us what caused the excess return, or where value was added or subtracted as a result of a manager's decisions. This book guides the reader in choosing an appropriate attribution model.

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Investment Performance Attribution by David Spaulding

Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.

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David Spaulding is President of The Spaulding Group, a consulting and research firm to the money management industry. Clients include Alliance Capital, Guardian Life, UBS, and The Bank for International Settlements. He is also the publisher of The Journal of Performance Measurement. Previously, he was Vice President and Director of Systems for SunAmerican Asset Management. He is a member of AIMR, where he serves on several committees. He was elected as a Certified Management Consultant by the Institute of Management Consultants. He speaks frequently at industry conferences throughout the world.
SKU Unavailable
ISBN 13 9780071408851
ISBN 10 0071408851
Title Investment Performance Attribution
Author David Spaulding
Condition Unavailable
Binding Type Hardback
Publisher McGraw-Hill Education - Europe
Year published 2003-02-16
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable