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Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization... (Rev)

Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization... (Rev)

ISBN: 9781557380494
Publisher: McGraw-Hill
Edition: 1
Publication Date: 1989-05-01
Number of pages: 294
Any used item that originally included an accessory such as an access code, one time use worksheet, cd or dvd, or other one time use accessories may not be guaranteed to be included or valid. By purchasing this item you acknowledge the above statement.
$24.11

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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