Quantitative Management of Bond Portfolios /

Quantitative Management of Bond Portfolios / / Anthony Gould, Lev Dynkin, Bruce Phelps, Vadim Konstantinovsky, Jay Hyman.

The practice of institutional bond portfolio management has changed markedly since the late 1980s 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 author...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
VerfasserIn:
Dynkin, Lev,
Gould, Anthony,
Hyman, Jay,
Phelps, Bruce,
MitwirkendeR:
Ross, Steve,
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2020]
©2007
Year of Publication:2020
Language:English
Series:Advances in Financial Engineering
Online Access:
Physical Description:1 online resource (1000 p.) :; 150 line illus.
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Frontmatter
  • CONTENTS
  • Foreword
  • Acknowledgments
  • Note on Authorship
  • Introduction
  • PART I. Empirical Studies of Portfolio Strategies and Benchmark Design
  • EVALUATING INVESTMENT STYLE
  • INDEX REPLICATION
  • BENCHMARK CUSTOMIZATION
  • MANAGING CREDIT PORTFOLIOS
  • MANAGING MORTGAGE PORTFOLIOS
  • MANAGING CENTRAL BANK RESERVES
  • PART II. Portfolio Management Tools
  • OPTIMAL RISK BUDGETING WITH SKILL
  • MULTIFACTOR RISK MODELING AND PERFORMANCE ATTRIBUTION
  • PORTFOLIO AND INDEX ANALYTICS
  • Index

Similar Items