point

 

 Remember me

Register  |   Lost password?


Sign up here to let us know if you are interested in joining us for our Introduction to QuantLib Course later in the year.

 

Practical Risk-Adjusted Performance Measurement

Description:

Carl R. Bacon
ISBN: 978-1-118-36974-6
Hardcover
236 pages
October 2012

A practitioner's guide to ex-post performance measurement techniques.

Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem. Unlike most books written on portfolio risk, which generally focus on ex-ante risk from an academic perspective using complicated language and no worked examples, this book focuses on ex-post risk from a buy side, asset management, risk practitioners perspective, including a number of practical worked examples for risk measures and their interpretation.

Brief description: A practitioner's guide to ex-post performance measurement techniques.

Tags: , , , ,

Website: http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118369742,descCd-buy.html

There are no available polls yet
There are no available pages yet
There are no available bookmarks yet
There are no avaiable events yet
No topics have been created.
There are no available blog posts yet
There is no available media yet