Advanced Portfolio Attribution Analysis: New Approaches to Return and Risk

Pondělí Leden 7 11:43:22 CET 2008

I enclose details of our latest report on portfolio return & risk attribution.   

A new multi-contributor title presenting you with a complete range of perspectives on the very latest research, cutting-edge ideas and current approaches to portfolio return and risk attribution. Contains key information to facilitate your investment decision-making process.    

This is the only book specifically focused on performance attribution, a technique used to quantify the excess return of a portfolio against its benchmark and to explain performance in terms of active investment management decisions. It presents the various models that analysts use to breakdown and quantify how a portfolio is performing which will help you to understand why your portfolio behaves the way it does.   

http://www.researchandmarkets.com/product/4b38bd/advanced_portfolio_attribution_analysis_new   

Aimed at advanced practitioners, this book will provide you with a clearer understanding of your investments and will, crucially, help you identify if and where you are getting value from your portfolio.    
There has been rapid change in this field over recent years and this book covers all the hot topics such as:    

- Yield Curve Decomposition   
- Multi-currency Attribution   
- VaR Attribution   
- Combining risk and return attribution   
- How to choose an attribution system   
- Multi-level attribution    
- Attribution for derivatives   

Recommended for performance, risk and attribution analysts, risk managers, heads of compliance, portfolio managers, fund managers, investment consultants, pension fund trustees and consultants, investment directors and quantitative analysts.   

For more information please click on:   
http://www.researchandmarkets.com/product/4b38bd/advanced_portfolio_attribution_analysis_new   

Report Index:   

Introduction   

1 The Toolkit to Analyze a Pure StockPicker    

2 Arithmetic Performance Attribution   

3 Performance Attribution in Practice   

4 Multi-level Attribution   

5 Comparing Arithmetic and Geometric Attribution   

6 The Annualisation of Attribution   

7 Multi-currency Attribution   

8 Derivative Products in Performance Attribution   

9 Integrating Attribution into Manager and Analyst Compensation Schemes   

10 A New Approach to Decomposition of Yield Curve Movements for Fixed Income Attribution   

11 Unconventional Attribution: Fresh Insights into Investment Processes   

12 Risk Attribution   

13 Attribution and Risk-Adjusted Performance Metrics   

14 Risk, Reward and Performance Attribution   

15 Selecting Performance Attribution Systems   

Pricing:   

Hard Copy : EUR 149   

Ordering - Three easy ways to place your order:   

1] Order online at http://www.researchandmarkets.com/product/4b38bd/advanced_portfolio_attribution_analysis_new   

2] Order by fax: Print an Order form from http://www.researchandmarkets.com/product/4b38bd/advanced_portfolio_attribution_analysis_new and Fax to +353 1 4100 980   

3] Order by mail: Print an Order form from http://www.researchandmarkets.com/product/4b38bd/advanced_portfolio_attribution_analysis_new and post to Research and Markets Ltd. Guinness Center, Taylors Lane, Dublin 8. Ireland   

Related report also available from Research and Markets:   

Returning to risk - http://www.researchandmarkets.com/product/4b38bd/returning_to_risk   

Thank you for your consideration.   

Best Regards,   

Rachel Thompson
Senior Manager
Research and Markets Ltd
rachel.thompson na researchandmarkets.com   

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