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20131114093000.0 |
| 008 |
130529s2013 enk eng |
| 020 |
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|a 1118369742 (hardback : alk. paper)
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| 020 |
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|a 9781118369746 (hardback : alk. paper)
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| 020 |
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|a 9781118391372 (ebook)
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| 020 |
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|a 9781118391525 (ebook)
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| 020 |
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|a 9781118391532 (ebook)
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| 050 |
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|a HD61
|b .B33 2013
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| 090 |
0 |
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|a HD61
|b .B33 2013
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| 100 |
1 |
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|a Bacon, Carl R. ,
|e author
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| 245 |
1 |
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|a Practical risk-adjusted performance measurement
|c Carl R. Bacon
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| 260 |
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|a Chichester, West Sussex :
|b Wiley ,
|c c2013
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| 300 |
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|a xvi, 217 p. :
|b ill. ;
|c 23 cm.
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| 490 |
1 |
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|a Wiley finance
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| 504 |
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|a Includes bibliographical references (p. [203]-208) and index
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| 505 |
0 |
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|a 1. Introduction -- 2. Descriptive statistics -- 3. Simple risk measures -- 4. Regression analysis -- 5. Drawdown -- 6. Partial moments -- 7. Extreme risk -- 8. Fixed income risk -- 9. Risk-adjusted return -- 10. Which risk measure to use? -- 11. Risk control
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| 650 |
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|a Financial risk management
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| 650 |
|
0 |
|a Performance standards
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| 650 |
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0 |
|a Risk management
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| 999 |
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|a 1000157270
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|