Investment Performance Measurement / Frank J. Fabozzi Series (PDF)

Many investment books include a chapter or two on investment
performance measurement or focus on a single aspect, but only one
book addresses the breadth of the field. Investment
Performance Measurement is a comprehensive guide that
covers the subjects of performance and risk calculation,
attribution, presentation, and interpretation. This
information-packed book covers a wide range of related topics,
including calculation of the returns earned by portfolios;
measurement of the risks taken to earn these returns; measurement
of the risk and return efficiency of the portfolio and other
indicators of manager skill; and much more. By reviewing both the
concepts of performance measurement and examples of how they are
used, readers will gain the insight necessary to understand and
evaluate the management of investment funds. Investment
Performance Measurement makes extensive use of fully worked
examples that supplement formulas and is a perfect companion to
professional courses and seminars for analysts.

Bruce J. Feibel, CFA, is Product Manager at Eagle
Investment Systems, an investment management software provider
located in Newton, Massachusetts. He is responsible for overseeing
the development of Eagle's investment performance measurement,
attribution, and AIMR/GIPS compliance software. Prior to joining
Eagle, Mr. Feibel was a principal at State Street Global Advisors.
He earned his BS in accounting from the University of Florida.