Quantitative Management of Bond Portfolios
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 author...
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| Hauptverfasser: | , , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton, NJ
Princeton University Press
[2020]
|
| Schriftenreihe: | Advances in Financial Engineering
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| Schlagworte: | |
| Online-Zugang: | DE-1043 DE-1046 DE-Aug4 DE-859 DE-860 DE-739 DE-473 DE-858 URL des Erstveröffentlichers |
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| 245 | 1 | 0 | |a Quantitative Management of Bond Portfolios |c Bruce Phelps, Vadim Konstantinovsky, Anthony Gould, Jay Hyman, Lev Dynkin |
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| 520 | |a 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 | ||
| 546 | |a In English | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance / General |2 bisacsh | |
| 650 | 4 | |a Bonds | |
| 650 | 4 | |a Portfolio management | |
| 700 | 1 | |a Gould, Anthony |4 aut | |
| 700 | 1 | |a Hyman, Jay |4 aut | |
| 700 | 1 | |a Phelps, Bruce |4 aut | |
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Datensatz im Suchindex
| DE-BY-UBG_katkey | 196693506 |
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| author | Dynkin, Lev Gould, Anthony Hyman, Jay Phelps, Bruce |
| author_facet | Dynkin, Lev Gould, Anthony Hyman, Jay Phelps, Bruce |
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| dewey-full | 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| doi_str_mv | 10.1515/9780691210612 |
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| id | DE-604.BV046887194 |
| illustrated | Illustrated |
| indexdate | 2025-02-14T18:11:05Z |
| institution | BVB |
| isbn | 9780691210612 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032297088 |
| oclc_num | 1197700953 |
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| owner_facet | DE-1046 DE-Aug4 DE-859 DE-860 DE-473 DE-BY-UBG DE-739 DE-1043 DE-858 |
| physical | 1 online resource (1000 pages) 150 line illus |
| psigel | ZDB-23-DGG ZDB-23-DGG FAB_PDA_DGG ZDB-23-DGG FAW_PDA_DGG ZDB-23-DGG FHA_PDA_DGG ZDB-23-DGG FKE_PDA_DGG ZDB-23-DGG FLA_PDA_DGG ZDB-23-DGG UPA_PDA_DGG ZDB-23-DGG UBG_PDA_DGG ZDB-23-DGG FCO_PDA_DGG |
| publishDate | 2020 |
| publishDateSearch | 2020 |
| publishDateSort | 2020 |
| publisher | Princeton University Press |
| record_format | marc |
| series2 | Advances in Financial Engineering |
| spellingShingle | Dynkin, Lev Gould, Anthony Hyman, Jay Phelps, Bruce Quantitative Management of Bond Portfolios BUSINESS & ECONOMICS / Finance / General bisacsh Bonds Portfolio management |
| title | Quantitative Management of Bond Portfolios |
| title_auth | Quantitative Management of Bond Portfolios |
| title_exact_search | Quantitative Management of Bond Portfolios |
| title_full | Quantitative Management of Bond Portfolios Bruce Phelps, Vadim Konstantinovsky, Anthony Gould, Jay Hyman, Lev Dynkin |
| title_fullStr | Quantitative Management of Bond Portfolios Bruce Phelps, Vadim Konstantinovsky, Anthony Gould, Jay Hyman, Lev Dynkin |
| title_full_unstemmed | Quantitative Management of Bond Portfolios Bruce Phelps, Vadim Konstantinovsky, Anthony Gould, Jay Hyman, Lev Dynkin |
| title_short | Quantitative Management of Bond Portfolios |
| title_sort | quantitative management of bond portfolios |
| topic | BUSINESS & ECONOMICS / Finance / General bisacsh Bonds Portfolio management |
| topic_facet | BUSINESS & ECONOMICS / Finance / General Bonds Portfolio management |
| url | https://doi.org/10.1515/9780691210612 |
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