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Practical Risk-Adjusted Performance Measurement by Carl R. Bacon is a nonfiction available to read on EtoBox.

What is Practical Risk-Adjusted Performance Measurement about?

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 de

Who reads Practical Risk-Adjusted Performance Measurement?

Author

Carl R. Bacon

Publisher

Wiley & Sons, Incorporated, John

Published

2021

Language

EN

ISBN

9781119838869

Category

nonfiction

Subjects

Management, Finance, Business