Congratulations to our friend, David Cariño of Russell Investments, who (along with coauthors Jon Christopherson & Wayne Ferson) just released a new book: Portfolio Performance Measurement and Benchmarking (McGraw-Hill).
David is a member of the Journal of Performance Measurement’s advisory board and is well known for the model he developed to link subperiod attribution results.
I obtained my copy last week and have just begun to review it. It covers a great deal of material and arguably should be on any performance measurement professional’s bookshelf! We wish David and his coauthors much success with this new addition to the growing list of performance measurement books.