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.
- ISBN10 1557385653
- ISBN13 9781557385659
- Publish Date 1 October 1994
- Publish Status Active
- Out of Print 21 January 2003
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint Irwin Professional Publishing
- Edition 2nd Rev ed.
- Format Hardcover
- Pages 350
- Language English