ENGLISH

Practical Risk-Adjusted Performance Measurement

By Carl R. Bacon

Book information

Publisher
Wiley
Year
2012
ISBN
1118369742, 9781118369746
Language
english
Format
PDF
Filesize
1 MB (1225655 bytes)
Edition
2
Pages
236\237
Scanned
yes
Time added
2014-06-25 21:27:28

Description

A practitioner's guide to ex-post performance measurement techniquesRisk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem. Unlike most books written on portfolio risk, which generally focus on ex-ante risk from an academic perspective using complicated language and no worked examples, this book focuses on ex-post risk from a buy side, asset management, risk practitioners perspective, including a number of practical worked examples for risk measures and their interpretation.

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