Practical Risk-Adjusted Performance Measurement - Couverture rigide

Bacon, Carl R.

 
9781119838845: Practical Risk-Adjusted Performance Measurement
Couverture rigide
ISBN 10 : 1119838843 ISBN 13 : 9781119838845
Editeur : John Wiley & Sons Inc, 2021

Synopsis

Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one

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

With helpful additions that include recently developed measures of risk, supplementary explanatory sections, and six brand-new chapters, this book also offers:

  • A practical classification of all ex-post risk measures and how they connect to one another
  • An explanation of how risk-adjusted performance measures impact performance fees
  • 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-on exploration of the buy-side, asset management perspective.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

CARL R. BACON, CIPM, is Chief Advisor to Confluence. He is a member of the Advisory Board of the Journal of Performance Measurement and Founder of The Freedom Index Company. He was formerly Chairman of StatPro Plc from 2000 to 2017.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2021
Langue
anglais
ISBN 10 
1119838843
ISBN 13 
9781119838845
Reliure
Relié
Numéro d'édition
2
Nombre de pages
320
Coordonnées du fabricant
non disponible
Personne responsable
non disponible