O'Reilly logo

Practical Portfolio Performance Measurement and Attribution, Second Edition by Carl R. Bacon

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Bibliography
Adams, A.T., Bloomfield, D.S.F., Booth, P.M. and England, P.D. (1993) Investment Mathematics and Statistics. Graham and Trotman.
AIMR (1993) Performance Presentation Standards. Association for Investment Management and Research.
AIMR (1997) AIMR Performance Presentation Standards Handbook, 2nd edition. Association for Investment Management and Research.
AIMR (1999) The Global Investment Performance Standards. Association for Investment Management and Research.
AIMR (2001) AIMR Performance Presentation Standards (AIMR-PPS). Association for Investment Management and Research.
AIMR (2002) The Global Investment Performance Standards (GIPS) Handbook.
Allen, G.C. (1991) Performance attribution of global equity portfolios. The Journal of Portfolio Management Fall, 59-65.
Amenc, N. and Le Sourd, V. (2003) Portfolio Theory and Performance Analysis. John Wiley & Sons.
Amenc, N. and Le Sourd, V. (2007) A critical analysis of fund rating systems. Journal of Performance Measurement Summer, 42-57.
Ankrim, E. and Hensel, C. (1992) Multi-currency performance attribution. Russell Research Commentary, November.
Bacon, C.R. (2002) Excess returns – arithmetic or geometric. Journal of Performance Measurement Spring, 23-31.
Bacon, C.R. (2007) Advanced Portfolio Attribution Analysis. Risk Books.
BAI (1968) Measuring the Investment Performance of Pension Funds for the Purpose of Inter Fund Comparison. Bank Administration Institute.
Bain, W.G. (1996) Investment Performance Measurement. Woodhead ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required