Description: Quantitative Management of Bond Portfolios, Hardcover by Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce, ISBN 0691128316, ISBN-13 9780691128313, Brand New, Free shipping in the US
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 th accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management.
Th 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.
Price: 159.55 USD
Location: Jessup, Maryland
End Time: 2024-11-12T09:41:13.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Book Title: Quantitative Management of Bond Portfolios
Number of Pages: 1000 Pages
Publication Name: Quantitative Management of Bond Portfolios
Language: English
Publisher: Princeton University Press
Subject: Investments & Securities / Bonds, Investments & Securities / Portfolio Management, Finance / General, Management Science
Publication Year: 2006
Item Height: 2.4 in
Type: Textbook
Item Weight: 53 Oz
Item Length: 9.4 in
Subject Area: Business & Economics
Author: Vadim Konstantinovsky, Anthony Gould, Bruce Phelps, Jay Hyman, Lev Dynkin
Item Width: 6.5 in
Format: Hardcover
