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Advances in Bond Analysis & Portfolio Strategies

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Published by Probus Pub Co .
Written in English

Subjects:

  • General,
  • Political economy,
  • Public Securities,
  • Business / Economics / Finance,
  • Business/Economics

Book details:

Edition Notes

ContributionsTheresa Galicki (Editor)
The Physical Object
FormatHardcover
Number of Pages450
ID Numbers
Open LibraryOL11437533M
ISBN 100917253620
ISBN 109780917253621

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From the Back Cover. In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, 5/5(2).   While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios Cited by: Advances in Investment Analysis and Portfolio Management (New Series, Vol. 1) [Lee, Cheng-Few] on *FREE* shipping on qualifying offers. Advances in Investment Analysis and Portfolio Management (New Series, Vol. 1)5/5(1). Advanced Bond Portfolio Management is intended for anyone who wants to employ portfolio strategies that help control interest rate risk or enhance rates of return. It does an outstanding job of clarifying how to manage the risk and valuation associated with the forces that drive bond markets.

Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. bond portfolio strategies. In particular, they demonstrate how active bond portfolio managers can optimize in a relative risk-return space the allocated active risk budget through the use of a factor analysis of devi-ations between a portfolio and a benchmark portfolio. Page xi Monday, Novem PM.   Purchase Advances in Investment Analysis and Portfolio Management, Volume 5 - 1st Edition. Print Book & E-Book. ISBN , Book Edition: 1. Fabozzi's Bond Markets, Analysis and Strategies presents school college students smart suggestion for analyzing bonds and confirmed portfolio strategies for attaining shopper goals. Using an utilized technique, Bond Markets helps school college students shortly grasp and apply key concepts with out getting slowed down in precept.

Advances in Investment Analysis and Portfolio Management Published: 12th July Editor: Cheng-Few Lee Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management. Today bond portfolio management strategies are divided into five broad groups, each with its own subdivisions as illustrated in Figure 1. FIGURE 1: BOND PORTFOLIO MANGEMENT STRATEGIES. Passive portfolio strategies. There are two specific passive portfolio management strategies: buy-and-hold strategy and indexing. This best-fixed income book is a practical quantitative manual on the study and evaluation of fixed income securities which provides a unique perspective on global fixed income markets as well. This work acquires greater value for professionals by providing practical illustrations for a number of advanced quantitative tools and techniques for assessment and valuation of fixed income instruments. The practice of institutional bond portfolio management has changed markedly since the late s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies 5/5(1).