Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies
Language: English
Published by Probus Pub Co, 1995
- Hardcover
- Used
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- Title
- Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies
- Author
- Dattatreya, Ravi E.; Fabozzi, Frank J.
- Publisher
- Probus Pub Co
- Publication year
- 1995
- Condition
- very_good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1557385653
- ISBN 13
- 9781557385659
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.
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About the Author
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Bay State Book Company
North Smithfield, RI, U.S.A.
5-star seller
AbeBooks seller since January 23, 2023
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