The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …-period and continuous-time bond portfolio optimization problems are considered. …

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

Für eine fundierte Anlageentscheidung ist die Messung und Beurteilung der erzielten Ergebnisse unabdingbar. Die … die zur Verfügung stehenden Instrumente der Performanceanalyse von Anleihe- und Aktienportfolios. Diese verknüpft er mit …

Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … for the measurement of concentration risk are modified to be consistent with Basel II and their performance is compared …

bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data …

-- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix …

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …

amerikanischen Bond-Marktes -- Zusammenfassung und Ausblick. …

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution … scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk …