Quantitative Management of Bond Portfolios

Bruce Phelps, Vadim Konstantinovsky, Anthony Gould, Jay Hyman, Lev Dynkin

Frontmatter -- CONTENTS -- Foreword -- Acknowledgments -- Note on Authorship -- Introduction -- EVALUATING INVESTMENT STYLE -- INDEX REPLICATION -- BENCHMARK CUSTOMIZATION -- MANAGING CREDIT PORTFOLIOS -- MANAGING MORTGAGE PORTFOLIOS -- MANAGING CENTRAL BANK RESERVES -- OPTIMAL RISK BUDGETING WITH SKILL -- MULTIFACTOR RISK MODELING AND PERFORMANCE ATTRIBUTION -- PORTFOLIO AND INDEX ANALYTICS -- Index

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Year of publication:	[2007]
Authors:	Dynkin, Lev ; Gould, Anthony ; Phelps, Bruce ; Hyman, Jay
Publisher:	Princeton, NJ : Princeton University Press
Subject:	Anleihe \| Bond \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Financial Engineering \| Financial engineering \| Portfoliomanagement \| Anleiheemission
Description of contents:	Description [degruyter.com]

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Extent:	1 Online-Ressource (1000 p) 150 line illus
Series:	Advances in Financial Engineering
Type of publication:	Book / Working Paper
Language:	English
Notes:	Mode of access: Internet via World Wide Web In English
ISBN:	978-0-691-21061-2 ; 978-0-691-12831-3
Other identifiers:	10.1515/9780691210612 [DOI] 10.1515/9780691210612?locatt=mode:legacy [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014479605