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StatPro Books

Below is a selection of books designed to provide further knowledge of the industry we work in.

Practical Portfolio Performance Measurement and Attribution Practical Portfolio Performance Measurement and Attribution

By Carl Bacon

Practical Performance Measurement and Attribution provides a clear introduction
to the subject of performance measurement.
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Fixed Income Attribution Fixed Income Attribution

By Andrew Colin

Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area.
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Portfolio Analysis - Advanced Topics in Performance Measurement, Risk and Attribution Portfolio Analysis - Advanced Topics in Performance Measurement, Risk and Attribution

Edited by Timothy P. Ryan
Contributors include: Carl Bacon, Andrew Colin & Laurence Wormald

Drawing upon the experience of key global practitioners and leading industry authors.
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Advanced Portfolio Attribution Analysis Advanced Portfolio Attribution Analysis - New Approaches to Return and Risk

Edited by Carl Bacon
Carl Bacon, Andrew Colin, Frederic Bardoux,
Didier Cabon & Mathieu Cubilie

A new multi-contributor title that contains key information to facilitate the investment decision-making process, this is the only book specifically focused on performance attribution. It presents the various models that analysts use to breakdown and quantify how a portfolio is performing. Aimed at advanced practitioners, this book also covers all the developments and central concerns that have arisen following the rapid change the industry has seen in recent years.
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StatPro Portfolio Analysis and Asset Valuation