Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies - Hardcover

Dattatreya, Ravi E.; Fabozzi, Frank J.

 
9781557385659: Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies

Synopsis

Relying on logical rather than mathematical explanations, Active Total Return Management of Fixed-Income Portfolios is one of the most incisive, up-to-date guides on the latest tools for managing a fixed-income portfolio. In the revised edition of this acclaimed classic, Ravi Dattatreya and Frank Fabozzi set forth a framework by which a portfolio manager or trader can identify value and assess risk. Additionally, the limitations of yield measures, duration and covexity are clearly illustrated.

"synopsis" may belong to another edition of this title.

About the Author

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9781557380494: Active Total Return Management of Fixed Income Portfolios

Featured Edition

ISBN 10:  155738049X ISBN 13:  9781557380494
Publisher: McGraw-Hill, 1989
Hardcover