Performance Evaluation and Attribution Volume Two Analysis and Reporting

CHAPTER 1 Basic performance evaluation models
CHAPTER 2 Passive and active portfolio management
and the characteristics of benchmarks
CHAPTER 3 Attribution analysis for equity portfolios
CHAPTER 4 Introduction to multicurrency performance
attribution
CHAPTER 5 Attribution analysis for fixed income
portfolios
CHAPTER 6 Analysis of multiasset class portfolios and
hedge funds
CHAPTER 7 Attribution analysis with derivatives
CHAPTER 8 Global Investment Performance Standards (GIPS)
David D. Spaulding
Appendix A: Calculating estimated transaction costs
on
Appendix B: Shortcomings of The aggregate method for
composite returns
Appendix C: What is meant by time-weighting?
Appendix D: How to create carve-outs?