Active total return management of fixed-income portfolios / Ravi E. Dattatreya, Frank J. Fabozzi

Author : Dattatreya, Ravi E
Rating :
Active total return management of fixed-income por...

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

Publisher : Burr Ridge IL : Irwin Professional Publishing
Publish Year : 1995
Page : xii, 281 p

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