references

 

Of course there are also other valuable sources for information on ...

Text books on performance measurement and attribution:

  1. a)Carl Bacon: „Portfolio performance measurement and attribution“.

  2. b)Andreas Bickel „Moderne Performance-Analyse und Performance Presentation Standards“ - in German.

  3. c)Bruce J. Feibel: „Investment performance measurement“.

  4. d)Bernd R. Fischer: „Performanceanalyse in der Praxis“ - in German.

  5. e)David Spaulding: „Investment performance attribution“.

  6. f)David Spaulding: „The handbook of investment performance: a user‘s guide“.

  7. g)David Spaulding: „Classics in investment performance measurement“

If you know other  valuable sources for information on investment controlling, etc. and would like the references to be published on this website please contact me through email to stefan.illmer(add)gmx.ch.

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Text books on risk measurement and attribution:

  1. a)Peter L. Bernstein: „Against the gods“.

  2. b)Philippe Jorion: „Value at risk“.