Download or read book Quantitative Management of Bond Portfolios written by Lev Dynkin and published by Princeton University Press. This book was released on 2007 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher description

Download or read book Advanced Bond Portfolio Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2006-03-08 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Download or read book Quantitative Global Bond Portfolio Management written by Gueorgui S Konstantinov and published by World Scientific. This book was released on 2023-10-06 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios, including in-depth discussions of factor models and optimization techniques. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented in actual portfolios. As such, the book will be an indispensable resource to both new and seasoned investors looking to enhance their understanding of global bond markets and strategies.

Download or read book Innovations in Bond Portfolio Management written by George G. Kaufman and published by . This book was released on 1983 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The bond market a deep dive into debt investment written by George Wilton and published by Az Boek. This book was released on 2024-04-27 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Innovations in Bond Portfolio Management written by George G. Kaufman and published by . This book was released on 1983 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Selected Topics in Bond Portfolio Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1997-06-15 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. In Selected Topics in Bond Portfolio Management, leading experts discuss state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.

Download or read book Bond Portfolio Management written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-11-09 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

Download or read book Innovations in bond portfolio management and duration and anlysis and immunization written by and published by . This book was released on with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Theory and Practice of Bond Portfolio Management written by Peter L. Bernstein and published by . This book was released on 1977 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advanced Bond Portfolio Management Chapter 6 Custom Reprint written by Frank J Fabozzi, Cfa PhD, CFA, CPA and published by . This book was released on 2006-03-01 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Download or read book Bond Markets Analysis and Strategies tenth edition written by Frank J. Fabozzi and published by MIT Press. This book was released on 2021-12-07 with total page 937 pages. Available in PDF, EPUB and Kindle. Book excerpt: The updated edition of a widely used textbook that covers fundamental features of bonds, analytical techniques, and portfolio strategy. This new edition of a widely used textbook covers types of bonds and their key features, analytical techniques for valuing bonds and quantifying their exposure to changes in interest rates, and portfolio strategies for achieving a client’s objectives. It includes real-world examples and practical applications of principles as provided by third-party commercial vendors. This tenth edition has been substantially updated, with two new chapters covering the theory and history of interest rates and the issues associated with bond trading. Although all chapters have been updated, particularly those covering structured products, the chapters on international bonds and managing a corporate bond portfolio have been completely revised. The book covers the basic analytical framework necessary to understand the pricing of bonds and their investment characteristics; sectors of the debt market, including Treasury securities, corporate bonds, municipal bonds, and structured products (residential and commercial mortgage-backed securities and asset-backed securities); collective investment vehicles; methodologies for valuing bonds and derivatives; corporate bond credit risk; portfolio management, including the fundamental and quantitative approaches; and instruments that can be used to control portfolio risk.

Download or read book Bond Portfolio Investing and Risk Management written by Vineer Bhansali and published by Mcgraw-hill. This book was released on 2010-08-19 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Excess returns or yields do not come without risk. Bond Portfolio Investing and Risk Management delves comprehensively, but intuitively, into the various risk factors and delivers the tools to understand, measure, control, and take advantage of risk premiums in practical fixed income investing. As the financial crisis has made all too clear, this book's unifying treatment of risk and return is essential for all bond investors." -- Andrew Ang, Ann F. Kaplan Professor of Business, Columbia Business School "This moves instantly to the top of my recommended list of important reading for concept-oriented fixed income investors. Profit by learning how a true expert makes risk-return trade-offs when constructing portfolios of bonds and related derivatives." -- Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University "Vineer Bhansali combines the mathematical rigor of a trained physicist with the commonsense wisdom of a school-of-hard-knocks practitioner to deliver a unique prism into the world of bond investment and risk management post the Financial Crisis. The book is not just valuable, but extremely timely. You won't want to read it quickly, but slowly and thoughtfully, as it is an analytical mosaic, not simply a well-written narrative, even though it is indeed that. Bravo, Vineer!" -- Paul McCulley, Managing Director, PIMCO "Drawing on his years of experience as a portfolio manage, his knowledge of and contributions to the academic literature, and his quantitative training, Bhansali bridges the gap between book knowledge and the practicalities of successful, long-term investing. By focusing attention on big-picture questions that are often forgotten in the course of portfolio 'optimization'--Which options are you short? Who else is in the trade? What will happen in a liquidity-stress scenario?--this book will help asset managers to improve the risk-return characteristics of their portfolios and to avert disasters." -- Bruce Tuckman, author of Fixed Income Securities and Director of Financial Markets Research, Center for Financial Stability "Fixed-income markets used to be peaceful and quiet, but the last several years have shown that these markets can be a little too exciting from time to time, and in this wonderful volume, Vineer Bhansali has done a masterful job of telling us how to deal with this new fixed-income world. With a Ph.D. in particle physics and enormous practical experience in the markets, Dr. Bhansali is uniquely qualified to help investors and portfolio managers navigate through the choppy waters that will likely characterize the financial system for the next several years." -- Andrew W. Lo, Director, Laboratory for Financial Engineering, MIT Sloan School of Management About the Book Bond Portfolio Investing and Risk Management helps you build portfolios to add value through every kind of economic cycle. Sharing his years of experience constructing robust, wellperforming portfolios that have navigated recurring crises, PIMCO portfolio manager Vineer Bhansali explores the various risk factors inherent in fixed income investments, including yield curve shifts, twists, liquidity, and evolving risk factors such as government policy. Under an option-theory based riskand- return framework, you will gain intimate knowledge of the right valuation, investment, and risk management tools and confidently put them to use in practical portfolio construction. Basing his conclusions on his own expertise and the latest academic and practitioner research, Bhansali provides valuable insight into topics you would be hard-pressed to find elsewhere, such as: Option-based building blocks to valuation Measuring liquidity and stress risks Asset selection and risk factors Building state-of-the-art macro models Inefficiencies in the markets Cross-market relationships Forecasting returns and risks Measuring and managing tail risk Bond Portfolio Investing and Risk Management simplifies the concepts you need to understand--without making them simplistic. It offers the newest research-based frameworks for approaching the risks with the greatest likelihood to pay off and walking away from those that won't. While state of the art in its content, the book emphasizes a commonsense approach that has weathered the test of time and market volatility. From one of the most knowledgeable people in the business, Bond Portfolio Investing and Risk Management may be the most thorough, up-to-date book you will find for constructing highly effective toolkits faster and better than ever before.

Download or read book Managing a Corporate Bond Portfolio written by Leland E. Crabbe and published by Wiley. This book was released on 2001-12-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Managing a Corporate Bond Portfolio" behandelt die wesentlichen Grundlagen des Portfolio Management von Industrieobligationen. Das Buch gliedert sich in 4 Hauptabschnitte: Abschnitt 1 gibt eine Einführung in Industrieobligationen, Abschitt 2 erläutert die Bewertung und Preisdynamik, Abschnitt 3 konzentriert sich auf das Kreditrisiko und Abschnitt 4 erörtert die Tilgungsanalyse. Es entwickelt einen geeigneten Rahmen für die Bewertung der wichtigsten Risiken im Bereich Industrieobligationen, wie z.B. Kreditrisiko, Zinsrisiko und Tilgungsrisiko. Behandelt die wichtigsten Merkmale von Industrieobligationen. Diskutiert u.a. folgende Themenschwerpunkte: Handeln, Renditekurve und strategische Branchenauswahl. Vermittelt werden topaktuelle Analysetools für eine höhere Rendite und verbesserte Risikosteuerung. Ein unentbehrlicher Ratgeber - geschrieben von zwei Spitzenexperten auf diesem Gebiet.

Download or read book International Bond Portfolio Management written by Leonard Ingrams and published by . This book was released on 1989 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Innovations in Bond Portfolio Management written by George G. Kaufman and published by Emerald Group Publishing. This book was released on 1983 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contemporary Studies in Economic and Financial Analysis provides further insights to postcrisis developments in the global economic and financial environment. Our hope is that the assembled papers will offer clear insights into the complex financial arrangements that now link emerging and developed financial markets in the current economic environment, outlining a multidisciplinary research agenda for the field.

Download or read book A New Linear Programming Approach to Bond Portfolio Management written by Ehud I. Ronn and published by . This book was released on 1986 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: