Practical Risk-Adjusted Performance Measurement
Carl R. Bacon
ISBN 10: 1119838843 ISBN 13: 9781119838845
Editorial: John Wiley and Sons Inc, US, 2021
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Descripción
Descripción:
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. N° de ref. del artículo LU-9781119838845
Sinopsis:
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.
Acerca del autor:
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.
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Detalles bibliográficos
Título: Practical Risk-Adjusted Performance ...
Editorial: John Wiley and Sons Inc, US
Año de publicación: 2021
Encuadernación: Hardback
Condición: New
Edición: 2ª Edición
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Practical Risk-Adjusted Performance Measurement
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Condición: Gut. Zustand: Gut | Seiten: 320 | Sprache: Englisch | Produktart: Bücher | PRACTICAL RISK-ADJUSTED PERFORMANCE MEASUREMENT An indispensable to ex-post risk measurement While many examinations of risk tend towards mathematical complexity, the latest edition of Practical Risk-adjusted Performance Measurement delivers a practical, insightful, and comprehensive discussion of ex-post risk measurement. Filled with implementable and user-friendly content, this book transforms the subject of risk into a straightforward and immensely useful resource. The book is written from a buy-side, asset management perspective and includes a companion website that hosts supporting documents, worked examples, and a Periodic Table of Risk. In this new edition, readers will also find the most up-to-date measures accompanied by illustrative explanations. From the fundamentals of risk to regression measures, risk-adjusted returns, and the four dimensions of performance, Carl R. Bacon offers readers a roadmap to the selection and implementation of appropriate risk measures in a wide variety of different investment scenarios. Practical Risk-adjusted Performance Measurement remains the industry-leading guide to the application of risk measures in the real-world. It is ideal for portfolio managers, investment performance analysts, and others who need a one-stop resource to help build their understanding of risk-adjusted performance. Nº de ref. del artículo: 37857272/3
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Hardcover. Condición: new. Hardcover. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9781119838845
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Hardcover. Condición: new. Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9781119838845
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