Practical risk-adjusted performance measurement
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley ,
c2013
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| Series: | Wiley finance
|
| Subjects: |
Table of Contents:
- 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