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Bond Portfolio Management

Bond Portfolio Management PDF

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Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 9781883249366
Size: 61.22 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 728
View: 908


Book Description: 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.


Managing A Corporate Bond Portfolio

Managing a Corporate Bond Portfolio PDF

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Author: Leland E. Crabbe
Publisher: John Wiley & Sons
ISBN: 9780471446392
Size: 56.70 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 336
View: 3543


Book Description: Praise for Managing a Corporate Bond Portfolio "Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book. You will emerge with knowledge that will help you get an edge in the competitive investing arena." -Tim Opler Director, Financial Strategy Group, CSFB "A practitioner's guide . . . a creative, comprehensive, and practical book that addresses the myriad of challenges facing managers of corporate bond portfolios. The chapter on liquidity, trading, and trading costs is a must read." -Mary Rooney Head of Credit Strategy, Merrill Lynch "As a Senior Portfolio Manager responsible for managing billions of dollars invested in fixed income product during the mid-1990s, Lee Crabbe was the one Wall Street strategist that I would read every week to help me figure out where value was in the corporate bond market, and for insightful and easy-to-understand special reports that educated me and most investors on the risks and opportunities inherent in new structures and subordinated products. Fortunately for me and investors, Lee Crabbe and Frank Fabozzi have written this book, which compiles much of their previous work on corporate bond valuation, along with new features that are a must read, especially in light of the volatile times in the corporate bond market over the past few years. For portfolio managers, analysts, traders, and even strategists, if there is one book in your bookshelf that you should have on corporate bond portfolio management, it is this one." -William H. Cunningham Managing Director, Director of Credit Strategy, J.P. Morgan Securities Inc. www.wileyfinance.com


Advanced Bond Portfolio Management

Advanced Bond Portfolio Management PDF

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Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 0471785768
Size: 17.66 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 576
View: 1571


Book Description: In order to effectively employ portfolio strategies that cancontrol interest rate risk and/or enhance returns, you mustunderstand the forces that drive bond markets, as well as thevaluation and risk management practices of these complexsecurities. In Advanced Bond Portfolio Management,Frank Fabozzi, Lionel Martellini, and Philippe Priaulet havebrought together more than thirty experienced bond marketprofessionals to help you do just that. Divided into six comprehensive parts, Advanced BondPortfolio Management will guide you through thestate-of-the-art techniques used in the analysis of bonds and bondportfolio management. Topics covered include: General background information on fixed-income markets and bondportfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide keyingredients in the implementation of an efficient portfolio andrisk management process Interest rate risk and credit risk management Risk factors involved in the management of an internationalbond portfolio Filled with in-depth insight and expert advice, AdvancedBond Portfolio Management is a valuable resource for anyoneinvolved or interested in this important industry.


Quantitative Management Of Bond Portfolios

Quantitative Management of Bond Portfolios PDF

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Author: Lev Dynkin
Publisher: Princeton University Press
ISBN: 0691210616
Size: 22.79 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 1000
View: 3697


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.


Innovations In Bond Portfolio Management

Innovations in Bond Portfolio Management PDF

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Author: George G. Kaufman
Publisher: Emerald Group Publishing
ISBN: 9780892323203
Size: 57.89 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 363
View: 1983


Book Description: 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.


Selected Topics In Bond Portfolio Management

Selected Topics in Bond Portfolio Management PDF

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Author: Frank J. Fabozzi
Publisher: John Wiley & Sons
ISBN: 9781883249281
Size: 48.42 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 223
View: 2375


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.


Bond Portfolio Optimization

Bond Portfolio Optimization PDF

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Author: Michael Puhle
Publisher: Springer Science & Business Media
ISBN: 9783540765936
Size: 24.63 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 140
View: 6991


Book Description: The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.


2013 Cfa Curriculum Level Iii

2013 CFA Curriculum Level III PDF

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Author:
Publisher: John Wiley & Sons
ISBN: 1937537153
Size: 59.47 MB
Format: PDF, Docs
Category : Investment advisors
Languages : en
Pages :
View: 6079


Book Description: