Practical Risk-Adjusted Performance Measurement (The Wiley Finance Series) 2nd Edition Bacon

Practical Risk-Adjusted Performance Measurement (The Wiley Finance Series) 2nd Edition – Ebook Instant Download/Delivery ISBN(s): 9781119838845,1119838843

Product details:

• ISBN-10 ‏ : ‎ 1119838843
• ISBN-13 ‏ : ‎ 978-1119838845
• Author: Bacon, Carl R.

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.

Table contents:

Chapter 1 Introduction 15

Chapter 2 Descriptive statistics 21

Chapter 3 APPRAISAL MEASURES 62

Chapter 4: Regression Analysis 94

Chapter 5 Drawdown 132

Chapter 7 Prospect Theory 165

Chapter 8 Extreme Risk 170

Chapter 9 Fixed Income Risk 197

Chapter 10 miscellaneous Risk Measures 210

Chapter 11 Risk-adjusted Return 248

Chapter 12: A Periodic Table of Risk Measures 259

Chapter 13: Risk-adjusted Performance Fees 269

Chapter 14: Performance Dashboards 276

Chapter 16: The Four Dimensions of Performance 284

Chapter 17: Which Risk Measure to Use? 291

Chapter 18: Risk Control 311

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