Bacon Practical Risk-Adjusted Performance Measurement

1. Auflage 2012
ISBN: 978-1-118-39153-2
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 240 Seiten, E-Book

Reihe: Wiley Finance Series

A practitioner's guide to ex-post performance measurement techniques
Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem. Unlike most books written on portfolio risk, which generally focus on ex-ante risk from an academic perspective using complicated language and no worked examples, this book focuses on ex-post risk from a buy side, asset management, risk practitioners perspective, including a number of practical worked examples for risk measures and their interpretation.

Autoren/Hrsg.

Bacon, Carl R.

Über Autor(innen)

CARL BACON CIPM, joined StatPro Group plc as Chairman inApril 2000. StatPro is a platform for Portfolio Analytics,Valuation, Reporting and Research for the investment community.Carl also runs his own consultancy business providing advice toasset managers on various risk and performance measurement issues.Prior to joining StatPro Carl was Director of Risk Control andPerformance at Foreign & Colonial Management Ltd, VicePresident Head of Performance (Europe) for J P Morgan InvestmentManagement Inc., and Head of Performance for Royal Insurance AssetManagement. Carl holds a BSc Hons. in Mathematics from ManchesterUniversity and is a member of the Advisory Board of the Journal ofPerformance Measurement A founder member of both the InvestmentPerformance Council and GIPS®, Carl is chair of the GIPSExecutive Committee, chair of the Verification Sub-Committeeand a member of the UK Investment Performance Committee. Carlis also the founder of The Freedom Index Company and is also theauthor of Practical Portfolio Performance Measurement andAttribution part of the Wiley Finance Series, numerous articlesand papers and editor of Advanced Portfolio AttributionAnalysis.