Practical analysis for investment professionals
29 November 2011

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

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 the Author(s)
Mark Harrison, CFA

Mark Harrison, CFA, is director of publications at CFA Institute, where he contributes to a suite of publications that includes the Financial Analysts Journal, CFA Digest, and Conference Proceedings Quarterly. He 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 UK local government pension fund, Harrison managed a portfolio of European equities and had oversight of external managers and hedge fund selection. He is also the author of The Empowered Investor and holds the ASIP designation. Harrison holds BA and MA degrees from the University of Oxford.

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