"Practical Portfolio Performance Measurement and Attribution" by Carl R. Bacon
The Wiley Finance Series. Second Edition
John Wiley & Sons | 2008 | ISBN: 0470059281 9780470059289 | 403 pages | PDF | 3 MB
Focusing on the practical use and calculation of performance returns rather than the academic background, this book provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect.