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Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies - Hardcover

Dattatreya, Ravi E.; Fabozzi, Frank J.

 
9781557385659: Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization Strategies

Inhaltsangabe

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

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