Practical Portfolio Performance Measurement and Attribution by C Bacon

Practical Portfolio Performance Measurement and Attribution by C Bacon

Presents an introduction to the subject of performance measurement. This book focuses on the practical use and calculation of performance returns. It helps gain an understanding of the role and implications of performance measurement in today's financial environment.

CARL BACON joined StatPro Group plc as Chairman in April 2000. StatPro develops and markets specialist middle-office reporting software to the asset management industry. Carl also runs his own consultancy business providing advice to asset managers on various risk and performance measurement issues. Prior to joining StatPro Carl was Director of Risk Control and Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for J P Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management. Carl holds a BSc Hons in Mathematics from Manchester University and is a member of the UK Investment Performance Committee (UKIPC), the European Investment Performance Committee (EIPC) and the Investment Performance Council (IPC). An original GIPS committee member, Carl also chairs the IPC Interpretations Sub-Committee, is ex-chair of the IPC Verification Sub-Committee and is a member of the Advisory Board of the Journal of Performance Measurement.

SKU	Unavailable
ISBN 13	9780470856796
ISBN 10	0470856793
Title	Practical Portfolio Performance Measurement and Attribution
Author	C Bacon
Series	Wiley Finance Series
Condition	Unavailable
Binding Type	Hardback
Publisher	John Wiley and Sons Ltd
Year published	2004-09-10
Number of pages	240
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.