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Produktbild: Managing Fixed Income Portfolios

Managing Fixed Income Portfolios

Fr. 142.00

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

01.06.1997

Abbildungen

w. graphs.

Herausgeber

Fabozzi Frank J.

Verlag

MCGRAW-HILL Professional

Seitenzahl

564

Maße (L/B/H)

24/16.1/3.5 cm

Gewicht

1006 g

Sprache

Englisch

ISBN

978-1-883249-27-4

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

01.06.1997

Abbildungen

w. graphs.

Herausgeber

Fabozzi Frank J.

Verlag

MCGRAW-HILL Professional

Seitenzahl

564

Maße (L/B/H)

24/16.1/3.5 cm

Gewicht

1006 g

Sprache

Englisch

ISBN

978-1-883249-27-4

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

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  • Produktbild: Managing Fixed Income Portfolios
  • Preface.SECTION I: INTEREST RATE RISK MEASURES.1. Fixed Income Risk (R. Kahn).2. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).3. Value Measures for Managing Interest-Rate Risk (M. Kreisler and R. Worley).4. Dissecting Yield Curve Risk (W. Phoa).5. Bond Convexity: Hidden Risk, Hidden Value (K. Grant).6. Measuring Plausibility of Hypothetical Interest Rate Shocks (B. Golub and L. Tilman).7. Valuation and Interest Rate Risk Management Using the Arbitrage-Free Bond Canonical Decomposition Methodology (T. Ho and M. Chen).SECTION II: GENERATING EXPECTATIONAL INPUTS.8. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin).9. Forecasting Interest Rates (W. Woolford).10. A Predictive Modeling Framework for Anticipating Long-Term Interest Rates (G. Boal and E. Plowden).SECTION III: PORTFOLIO STRATEGIES: ACTIVE AND STRUCTURED.11. Active Bond Portfolio Management: An Expected Return Approach (F. Trainer, Jr.).12. Managing Indexed and Enhanced Indexed Bond Portfolios (K. Volpert).13. Managing a Fixed Income Portfolio Versus a Liability Objective (R. Ryan).14. Managing Market Risk at Long-Term Investment Funds (L. Gibson, III).15. Managing Synthetic GIC Portfolios (K. Tourville and J. Caswell).16. A User s Guide to Buy-Side Bond Trading (R. Gerber).17. Fixed Income Arbitrage Strategies (J. Berens and R. Friend).18. The Persistence of Fixed Income Style Performance: Evidence from Mutual Fund Data (R. Kahn and A. Rudd).19. Consideration of Risk-Based Capital in Daily Portfolio Decisions for Life Insurers (J. Saf).SECTION IV: MANAGEMENT BY PRODUCT.20. Management of a High-Yield Bond Portfolio (J. Madden and J. Balestrino).21. Managing Municipal Bond Portfolios (J. Slater).22. Using Busted Convertibles to Enhance Performance (W. Leach).23. A Practical Guide to Relative Value for Mortgages (W. Phoa).24. Commercial Mortgage-Backed Securities: Real Estate Exposure with Managed Risk (J. DeMichele and W. Adams).25. Corporate Loan Portfolio Management (E. Asarnow and M. McAdams).SECTION V: INTERNATIONAL FIXED INCOME INVESTING.26. International Bond Portfolio Management (C. Steward and J. Lynch).27. International Fixed Income Investment: Philosophy and Process (A. Faillace and L. Thomas).SECTION VI: PERFORMANCE EVALUATION.28. Fixed Income Attribution Analysis (F. Jones and L. Peltzman).29. Measuring Performance of the Insurance Company Portfolio (G. Hahn and J. Saf).Index.