Portfolio Analysis

Portfolio Analysis: Advanced topics in performance measurement, risk and attribution (Risk Books, 2006. ISBN 1-904339-82-4) is an industry text written by a comprehensive selection of industry experts and edited by Timothy P. Ryan. It includes chapters from practitioners and industry authors who investigate topics under the wide umbrella of performance measurement, attribution and risk management, drawing on their own experience of the fields.

The book also boasts a first in its area in that it brings together previously separated topics and practitioners or ex-post performance measurement and ex-ante performance risk measurement. It is also the first book to explain the role of the Transition Manager.^[1]

The book includes coverage and discussion of performance measurement, performance evaluation, portfolio risk, performance attribution, Value-at-Risk (VaR), managing tracking error and GIPS verification.

It is also said to cover the following developing areas of the marketplace:

Alternative assets
Hedge funds
Commodity futures
Life-cycle funds
Book income-orientated investments
Transition management^[1]

Full Alphabetical List of Contributors

To see a list of the chapters contributed by the following co-authors and an Editor Biography, see the Risk Books product page.

Carl Bacon
Curt Burmeister
James G. Cashman
Dr Andrew Colin
Dan diBartolomeo
Bruce J. Feibel
Barry Feldman
Andrew Scott Bay Frongello
Philip H. Galdi
Mark A. Keleher
Robert Kuberek
Peter Matheos
Helmut Mausser
Krishna Prasad
Ronald J. Surz
Hilary Till
Karyn D. Vincent
Susan E. Woodward
Laurence Wormald

References

^ ^a ^b "Risk Books Publishers". Archived from the original on January 13, 2008. Retrieved September 18, 2007.

External links

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[Risk_Books_Publishers-1] "Risk Books Publishers". Archived from the original on January 13, 2008. Retrieved September 18, 2007.

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