Practical Risk-Adjusted Performance Measurement. Carl Bacon R.

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Название: Practical Risk-Adjusted Performance Measurement

Автор: Carl Bacon R.

Издательство: John Wiley & Sons Limited

Жанр: Управление, подбор персонала

Серия:

isbn: 9781118391532

isbn: 0

Аннотация:

A practitioner's guide to ex-post performance measurement techniques Risk 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.