Investment Performance Attribution

by David Spaulding

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Editorial Reviews
Product Description
Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.

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All Customer Reviews
Average Customer Review: 4 out of 5 stars

0 of 1 people found the following review helpful:

4 out of 5 stars

Good baseline text, 2006-06-29
This is about the only books on the subject that covers a comprehensive set of technics that are commonly in use. As such it is very valuable as an overview of the field. It has very little math and that is given as a matter of factual use without any prove or background. But there is no alternative - you can read articles but they will give you no feel as to where baseline is. This book will.
If you consider the effort necessary to collect and maintain relevant data - you might not be surprised that common use is not too sophisticated mathematically.

3 of 4 people found the following review helpful:

3 out of 5 stars

A primer where few primers exist, 2005-03-18
As other posts have said, this book's main strength is that it gathers together methods from a variety of technical articles and puts them in one nice place. From that standpoint, it is a nice entry point into the field of performance attribution & to survey the landscape, as it were. It is clear & concise. But it doesn't have sophisticated or advanced treatment of any one subject.

2 of 3 people found the following review helpful:

5 out of 5 stars

Investment Performance Attribution, 2003-04-24
I recently finished reading Investment Performance Attribution, and thoroughly enjoyed it. While all of this information is available elsewhere, it's nice to see it in one place, and the comparison of formulas is invaluable. I will definitely keep this book close at hand for ready reference.

3 of 5 people found the following review helpful:

4 out of 5 stars

Good basic book- easy to read, full of info, 2003-04-11
As a professional who's job is performance and attribution- this book was a good basic education. Doesn't include a whole lot about fixed income (just one chapter)- where attribution is on the "bleading" edge. Recommended.

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