Fixed-income Active Total Return Management: Risk Management and Portfolio Optimization Strategies - Hardcover

Dattatreya, Ravi E.; Fabozzi, Frank J.

 
9781557385659: Fixed-income Active Total Return Management: Risk Management and Portfolio Optimization Strategies

Synopsis

Relying on logical rather than mathematical explanations, Active Total 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 clic, Ravi Dattatreya and Frank Fabozzi set forth a framework by which a portfolio manager or trader can identify value and ess risk. Additionally, the limitations of yield measures, duration and covexity are clearly illustrated.

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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: Irwin Professional Publishing, 1989
Hardcover