Portfolio Analysis

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Drawing on the expertise of global practitioners and leading industry authors, this work quickly updates your knowledge on advanced topics in performance measurement, risk, attribution, and evaluation. It expands on outdated introductory texts, fast-tracking your skills to effectively practice performance measurement in today's complex environment. The book addresses the daily challenges faced by risk and performance professionals, bridging the gap between ex-post performance measurement and ex-ante performance risk measurement, which have traditionally been treated separately despite serving the same audience. It offers critical insights into the latest models for performance measurement and attribution, providing clear analysis on key topics such as performance measurement, evaluation, portfolio risk, performance attribution, Value at Risk (VaR), managing tracking error, and GIPS® verification. Additionally, it covers significant areas of the marketplace, including alternative assets, hedge funds, commodity futures, life-cycle funds, income-oriented investments, and transition management. Featuring contributions from leading experts with over two and a quarter centuries of combined experience in performance and risk, this volume is essential for both practitioners and researchers, and it is the first to explain the role of the Transition Manager.