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 ...
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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.
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Add this copy of Quantitative Management of Bond Portfolios to cart. $136.96, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2006 by Princeton University Press.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Quantitative Management of Bond Portfolios to cart. $145.52, new condition, Sold by Paperbackshop International rated 4.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2006 by Princeton University Press.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Quantitative Management of Bond Portfolios to cart. $162.35, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 2006 by Princeton University Press.
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New. Covers a range of subjects of concern to portfolio managers-investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies based on investor inquiries. Series: Advances in Financial Engineering. Num Pages: 1000 pages, 150 line illus. BIC Classification: KFFH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 245 x 163 x 60. Weight in Grams: 1480. 2006. Hardcover.....We ship daily from our Bookshop.
Add this copy of Quantitative Management of Bond Portfolios to cart. $200.36, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2006 by Princeton University Press.
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New. Sewn binding. Paper over boards. With dust jacket. 1000 p. Advances in Financial Engineering, 1. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Quantitative Management of Bond Portfolios to cart. $163.68, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2020 by Princeton University Press.
Add this copy of Quantitative Management of Bond Portfolios to cart. $187.16, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2006 by Princeton University Press.
Add this copy of Quantitative Management of Bond Portfolios (Advances in to cart. $142.27, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2006 by Princeton University Press.
Add this copy of Quantitative Management of Bond Portfolios to cart. $150.92, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2020 by Princeton University Press.
Add this copy of Quantitative Management of Bond Portfolios to cart. $187.16, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2006 by Princeton University Press.
