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Managing the Risk of a Fixed Income Bond Fund
Chincarini, Ludwig B. - 2022
Increasingly, consultants for fund management firms care about the riskiness of fund managers’ investment strategies. Fund managers themselves must care about the riskiness of their investment strategies vis-a-vis the client’s specified benchmark
Persistent link: https://www.econbiz.de/10013288793
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Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G. - 1998
Persistent link: https://www.econbiz.de/10000983318
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New methods in fixed income modeling : fixed income modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...
Persistent link: https://www.econbiz.de/10011890434
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Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G. - In: Journal of banking & finance 24 (2000) 7, pp. 1131-1154
Persistent link: https://www.econbiz.de/10001483882
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Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola; Dall’O, Hakim - In: Journal of banking & finance 35 (2011) 11, pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
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A better alternative to conventional bond in the context of risk management
Khachatryan, Gor - In: European research studies 22 (2019) 1, pp. 209-220
Persistent link: https://www.econbiz.de/10012285915
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New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...
Persistent link: https://www.econbiz.de/10012396848
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Interest and credit risk management in German banks
Dräger, Vanessa; Heckmann, Lotta; Memmel, Christoph - In: German economic review : GER 22 (2021) 1, pp. 63-95
Persistent link: https://www.econbiz.de/10012507117
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Adjusting principal component analysis for model errors
Carcano, Nicola - In: Modern multi-factor analysis of bond portfolios : …, (pp. 6-20). 2016
Persistent link: https://www.econbiz.de/10011458161
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Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola; Dall'O, Hakim - In: Modern multi-factor analysis of bond portfolios : …, (pp. 21-46). 2016
Persistent link: https://www.econbiz.de/10011458165