Portfolio Analysis

Expands on existing and dated introductory texts and fast-tracks your skills to the level needed to practice performance measurement in the real and increasingly complex world.

Provides robust solutions to the challenges faced by risk and performance professionals each day.

Bridges the gap between ex-post performance measurement and ex-ante performance risk measurement. Previously, these topics and practitioners have been kept separate, even though they serve the same audience. In this volume, they are brought together in a book that is crucial to both parties.

Includes critical insight into the very latest models for performance measurement and attribution.

Provides lucid analysis of:

• Performance measurement
• Performance evaluation
• Portfolio risk
• Performance attribution
• Value at Risk (VaR)
• Managing tracking error, and
• GIPS verification

Covers the most important areas of the marketplace, including:

• Alternative assets
• Hedge funds
• Commodity futures
• Life-cycle funds
• Book income-orientated investments
• Transition management

Presents a multi-author view from the leading global experts in the field - collectively presenting over two and a quarter centuries of performance and risk experience.

The first book to explain the role of the Transition Manager.