Author: John Bricker Adams
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 370

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Book Description

Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 9781883249281
Category : Business & Economics
Languages : en
Pages : 228

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Book Description
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.

Author: Bernhard Ostrolenk
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 246

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Book Description

Author: Lev Dynkin
Publisher: Princeton University Press
ISBN: 0691210616
Category : Business & Economics
Languages : en
Pages : 1000

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Book Description
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.

Author: John Talbot Masten
Publisher:
ISBN:
Category :
Languages : en
Pages : 47

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Author: Glen Isham Williams
Publisher:
ISBN:
Category : Bank investments
Languages : en
Pages : 280

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Book Description

Author: Scott Stewart
Publisher:
ISBN:
Category :
Languages : en
Pages : 148

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Book Description
Manager selection is a critical step in implementing any investment program. Investors hire portfolio managers to act as their agents, and portfolio managers are then expected to perform to the best of their abilities and in the investors' best interests. Investors must practice due diligence when selecting portfolio managers. They need to not only identify skillful managers, but also determine the appropriate weights to assign to those managers. This book is designed to help investors improve their ability to select managers. Achieving this goal includes reviewing techniques for hiring active, indexed, and alternative managers; highlighting strategies for setting portfolio manager weights and monitoring current managers; and considering the value of quantitative and qualitative methods for successful manager selection.

Author: United States. Securities and Exchange Commission
Publisher:
ISBN:
Category : Securities
Languages : en
Pages : 744

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Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 978

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Author: Xerox University Microfilms
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 812

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Book Description