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

Dattatreya, Ravi E.; Fabozzi, Frank J.

ISBN 10: 1557385653 / ISBN 13: 9781557385659

Published by Probus Pub Co, 1995

About this Item

First edition, first printing. Looks unread with just a touch of shelf wear Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal.

Seller Inventory # 132626

Bibliographic Details

• Title: Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies
• Publisher: Probus Pub Co
• Publication Date: 1995
• Language: English
• ISBN 10: 1557385653
• ISBN 13: 9781557385659
• Binding: hardcover
• Edition: First Edition.
• Condition: Like New
• Weight: 35 ounces

About this title

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.

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