Practical Portfolio Performance Measurement and Attribution

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John Wiley & Sons, Apr 8, 2005 - Business & Economics - 240 pages
Practical Performance Measurement and Attribution provides aclear introduction to the subject of performance measurement.Focusing more on the practical use and calculation of performancereturns rather than the academic background it will help readersgain a clear understanding of the role and implications ofperformance measurement in today's financial environment.
 

"Carl’s book is a ‘must have’ resource -the complete A to Z of the increasingly complex field ofperformance measurement."
Glenn Solomon, Global Head of Institutional Clients, InvestmentReporting & Performance, BNP Paribas SecuritiesServices

"Internationally renowned authority Carl Bacon has providedwhat one would expect – an exceptionally well written andpractical resource that every investment performance measurementprofessional should own."
David Spaulding, President, The Spaulding Group

"Carl Bacon is one of the most knowledgeable professionals Iknow on the subject of Performance Measurement. He has been apioneer, leader, and teacher at the forefront of developments inglobal investment performance standards, performance attributiontechnique, and risk measurement. I am very pleased he has writtenthis timely and useful book as a complete reference and explanationupdate on these important subjects."
James Hollis, Managing Director, Cutter Associates

"Though the subject matter is complex, Carl strikes the rightbalance between theory and reality. This book should have apermanent spot on the desk of every performance practitioner. Iwill refer to it often."
Karyn Vincent, CFA, Vincent Performance Services LLC

"Whether you are a provider or a user of PerformanceAnalysis, this book is well structured, informative and truly apractical guide in every sense."
Gary Hilldrup, Global Head Performance, Risk & ClientReporting, Fortis Investments

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About the author (2005)

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.

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