eBook - ePub

Practical Risk-Adjusted Performance Measurement

Name: Practical Risk-Adjusted Performance Measurement
ISBN: 9781119838876

Carl R. Bacon,

English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Practical Risk-Adjusted Performance Measurement

Carl R. Bacon,

About this book

Explore different measures ofex-postrisk-adjusted performance measurementand learn to choose the correct one

In the newly revised Second Edition of Practical Risk-Adjusted Performance Measurement, accomplished riskand investment expert Carl R. Bacon deliversan 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 ofconcepts like regression, drawdown, and partial moments, before moving on to topics like fixed income riskand Prospect Theory.

Withhelpfuladditionsthat includerecently developed measuresof risk, supplementaryexplanatory sections, and sixbrand-new chapters, this book also offers:

A practical classification of all ex-post risk measuresand how they connect to one another
An explanation of howrisk-adjusted performance measuresimpact performancefees
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-onexploration of the buy-side, asset management perspective.

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Yes, you can access Practical Risk-Adjusted Performance Measurement by Carl R. Bacon in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.