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

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.Frank J. Fabozzi is the author of 'Active Total Return Management of Fixed-Income Portfolios: Risk Management and Portfolio Optimization... (Rev)' with ISBN 9781557385659 and ISBN 1557385653.