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Practical Risk-Adjusted Performance Measurement, 2e (Hardcover, 2nd Edition)
Loot Price: R1,923
Discovery Miles 19 230
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Practical Risk-Adjusted Performance Measurement, 2e (Hardcover, 2nd Edition)
Expected to ship within 12 - 17 working days
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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.
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