Carl R Bacon

Carl R BaconCarl Bacon CIPM, joined StatPro Group plc as Chairman in April 2000. StatPro is a platform for Portfolio Analytics, valuation, Reporting and Research for the investment community. Carl also runs his own consultancy business providing advice to asset anager on various risk and performance measurement issues. Prior to joining StatPro Carl was Director of Risk Control and Performance at Foreign & Colonial Management Ltd, Vice President Head of Performance (Europe) for J P Investment Management inc. and Head of Performance for Royal Insurance Asset Management. Carl hold a B.Sc.(Hons) in Mathematics from Manchester University and is a member of the Advisory Board of the Journal of Performance Measurement. A founder member of both the Investment Performance Council and GIPS, Carl is a member of the GIPS Executive Committee and ex-chair of both the Verification and Interpretations sub-committees and founder of the Freedom Index Company. Carl is the author of Practical Portfolio Performance Measurement & Attribution (Book of the year 2004 www.riskbook.com), Practical Risk-adjusted Performance Measurement, numerous articles and papers and editor of Advanced Portfolio Attribution Analysis. Notable papers include: Excess Returns Arithmetic or Geometric? - Journal of Performance Measurement How sharp is the Sharpe Ratio? Alpha to Omega, Downside to Drawdown, Appraisal to Pain - StatPro Whitepaper A Periodic Table of Risk Measures - Journal of Performance Measurement Read More Read Less

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Practical Portfolio Performance Measurement and Attribution25 % NR
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Practical Risk-Adjusted Performance Measurement26 % NR
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Practical Portfolio Performance Measurement and AttributionNR
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Practical Portfolio Performance Measurement and AttributionNR
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Practical Risk-Adjusted Performance Measurement9 % NR
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