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~person:"Hyman, Jay"
~subject:"Portfolio-Management"
~subject:"Stock market"
~type_genre:"Book section"
~type_genre:"Guidebook"
~type_genre:"Textbook"
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Hyman, Jay
Fabozzi, Frank J.
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Advanced bond portfolio management : best practices in modeling and strategies
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Risk management for central bank foreign reserves
1
The handbook of fixed income securities
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Quantitative portfolio strategy : including US MBS in global treasury portfolios
Dynkin, Lev
;
Hyman, Jay
;
Phelps, Bruce D.
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 249-264)
.
2010
Persistent link: https://www.econbiz.de/10003940949
Saved in:
2
Quantitative portfolio strategy : including US MBS in global treasury portfolios
Dynkin, Lev
;
Hyman, Jay
;
Phelps, Bruce D.
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 249-264)
.
2010
Persistent link: https://www.econbiz.de/10008746605
Saved in:
3
Liability-based benchmarks
Dynkin, Lev
;
Hyman, Jay
;
Phelps, Bruce D.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 97-109)
.
2006
Persistent link: https://www.econbiz.de/10003280182
Saved in:
4
Multifactor risk models and their applications
Dynkin, Lev
;
Hyman, Jay
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 195-246)
.
2006
Persistent link: https://www.econbiz.de/10003280210
Saved in:
5
Quantitative management of benchmarked portfolios
Dynkin, Lev
;
Hyman, Jay
;
Konstantinovsky, Vadim
- In:
The handbook of fixed income securities
,
(pp. 1017-1046)
.
2005
Persistent link: https://www.econbiz.de/10003055196
Saved in:
6
Multi-factor risk analysis of bond portfolios
Dynkin, Lev
;
Hyman, Jay
- In:
Risk management for central bank foreign reserves
,
(pp. 201-221)
.
2004
Persistent link: https://www.econbiz.de/10002111491
Saved in:
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