CFA Institute

Enterprising Investor

Take 15: Evaluating Performance Attributions and New Models to Measure Risk

3
· Performance Measurement & Evaluation, Quantitative Methods, Risk Management

Carl R. Bacon, CIPM, a performance measurement specialist, discusses the evolution of performance attribution, the latest developments in performance measurement, and the issue of ex post risk.

This episode of the Take 15 Series was originally released on 16 November 2011.

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About Mark Harrison, CFA

Mark A. Harrison, CFA, ASIP, is director of publications at CFA Institute and contributes to a suite of publications that includes the Financial Analysts Journal, CFA Digest, and Conference Proceedings Quarterly. Mark has more than 12 years of investment experience as a portfolio manager and securities analyst. As investment manager of the West Midlands Pension Fund, part of the U.K. local government pension fund, he managed a portfolio of European equities and had oversight of external managers and hedge fund selection. Mr. Harrison is the author of The Empowered Investor and holds BA and MA degrees from the University of Oxford, England. Follow Mark on Twitter

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