Téléchargez le livre : Practical Risk-Adjusted Performance Measurement

Practical Risk-Adjusted Performance Measurement

de

Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2021-10-22

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
77,54 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one 
In the newly revised Second Edition of Practical Risk-Adjusted Performance Measurement, accomplished risk and investment expert Carl R. Bacon delivers an insightful, accessible, and real-world guide to ex-post risk measurement. The author bridges the gap between theory and practice, showing you how to apply the former to the latter without introducing unnecessary mathematical complexity. 
The book describes the fundamentals of risk in the asset management context and the descriptive statistics used to describe it. It builds on that foundation with detailed examinations of concepts like regression, drawdown, and partial moments, before moving on to topics like fixed income risk and Prospect Theory. 
With helpful additions that include recently developed measures of risk, supplementary explanatory sections, and six brand-new chapters, this book also offers:  A practical classification of all ex-post risk measures and how they connect to one another  An explanation of how risk-adjusted performance measures impact performance fees  A discussion of risk measure dashboard designs  Instructions on how appraisal measures should be used for manager selection 
Perfect for portfolio managers, asset owners, risk controllers, and investment performance analysts, Practical Risk-Adjusted Performance Measurement is an indispensable resource for anyone looking for a hands-on exploration of the buy-side, asset management perspective. 
Pages
320 pages
Collection
The Wiley Finance Series
Parution
2021-10-22
Marque
Wiley
EAN papier
9781119838845
EAN PDF
9781119838869
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
320
Taille du fichier
3686 Ko
Prix
77,54 €
EAN EPUB
9781119838876
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
320
Taille du fichier
6564 Ko
Prix
77,54 €

Suggestions personnalisées