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Quantitative Management of Bond Portfolios (Advances in Financial Engineering Book 1) 🔍
Dynkin, Lev ;Gould, Anthony ;Hyman, Jay ;Konstantinovsky, Vadim ;Phelps, Bruce Princeton University Press, Advances in Financial Engineering; 1, 2007 jan 01
英语 [en] · PDF · 14.2MB · 2007 · 📘 非小说类图书 · 🚀/lgli/lgrs/nexusstc/upload/zlib · Save
描述
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 authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. 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, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures.
A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
备用文件名
nexusstc/Quantitative Management of Bond Portfolios/9a06a93d3cd8d297550cf0b017e0789f.pdf
备用文件名
lgli/10.1515_9780691210612.pdf
备用文件名
lgrsnf/10.1515_9780691210612.pdf
备用文件名
zlib/no-category/Lev Dynkin; Anthony Gould; Jay Hyman; Vadim Konstantinovsky; Bruce Phelps/Quantitative Management of Bond Portfolios_25972520.pdf
备选作者
Lev Dynkin; Anthony Gould; Jay Hyman; Vadim Konstantinovsky; Bruce Phelps
备选作者
Vadim Konstantinovsky; BruceVE Phelps; Anthony Gould; Jay Hyman
备用出版商
Princeton University, Department of Art & Archaeology
备用版本
Advances in Financial Engineering, Princeton, NJ, 2020
备用版本
Advances in financial engineering, Princeton, 2007
备用版本
Princeton University Press, Princeton, 2007
备用版本
Advances in Financial Engineering; 1, 2020
备用版本
United States, United States of America
元数据中的注释
degruyter.com
元数据中的注释
producers:
PDFium
元数据中的注释
{"isbns":["069120277X","0691210616","9780691202778","9780691210612"],"last_page":1000,"publisher":"Princeton University Press","series":"Advances in Financial Engineering"}
开源日期
2023-08-23
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