Practical Risk–Adjusted Performance Measurement

CARL 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 managers 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 Morgan Investment Management Inc., and Head of Performance for Royal Insurance Asset Management. Carl holds a BSc 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(R), Carl is chair of the GIPS Executive Committee, chair of the Verification Sub-Committee and a member of the UK Investment Performance Committee. Carl is also the founder of The Freedom Index Company and is also the author of Practical Portfolio Performance Measurement and Attribution part of the Wiley Finance Series, numerous articles and papers and editor of Advanced Portfolio Attribution Analysis.