Practical portfolio performance measurement and attribution
"Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behavior of a portfolio of assets, communicate...
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
2023
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| Edition: | Third edition |
| Series: | Wiley finance
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| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behavior of a portfolio of assets, communicate with clients and determine how performance can be improved. The process of adding value via benchmarking, asset allocation, security analysis, portfolio construction, and executing transactions is collectively described as the investment decision process. There are many stakeholders in the investment decision process; this book focuses on the investors or owners of capital and the firms managing their assets (asset managers or individual portfolio managers)"-- |
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| Physical Description: | 1 online resource |
| ISBN: | 9781119831976 9781119831969 1119831954 1119831970 1119831962 9781119831952 |