International Bond Portfolio Management

Author : Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet
Publisher : John Wiley & Sons
Page : 578 pages
File Size : 42,6 Mb
Release : 2006-03-08
Category : Business & Economics
ISBN : 9780471785767

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Advanced Bond Portfolio Management by Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet Pdf

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Author : Leonard Ingrams
Publisher : Unknown
Page : 204 pages
File Size : 44,7 Mb
Release : 1989
Category : Bonds
ISBN : UCSD:31822004854329

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International Bond Portfolio Management by Leonard Ingrams Pdf

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 228 pages
File Size : 54,9 Mb
Release : 1997-06-15
Category : Business & Economics
ISBN : 1883249287

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Selected Topics in Bond Portfolio Management by Frank J. Fabozzi Pdf

The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. In Selected Topics in Bond Portfolio Management, leading experts discuss state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.

Author : Lev Dynkin,Anthony Gould,Jay Hyman,Vadim Konstantinovsky,Bruce Phelps
Publisher : Princeton University Press
Page : 1000 pages
File Size : 46,8 Mb
Release : 2020-05-26
Category : Business & Economics
ISBN : 9780691210612

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Quantitative Management of Bond Portfolios by Lev Dynkin,Anthony Gould,Jay Hyman,Vadim Konstantinovsky,Bruce Phelps Pdf

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 738 pages
File Size : 47,7 Mb
Release : 2001-11-09
Category : Business & Economics
ISBN : 1883249368

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Bond Portfolio Management by Frank J. Fabozzi Pdf

In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

Author : Gueorgui S Konstantinov,Frank J Fabozzi,Joseph Simonian
Publisher : World Scientific
Page : 421 pages
File Size : 41,8 Mb
Release : 2023-10-06
Category : Business & Economics
ISBN : 9789811272585

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Quantitative Global Bond Portfolio Management by Gueorgui S Konstantinov,Frank J Fabozzi,Joseph Simonian Pdf

Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios, including in-depth discussions of factor models and optimization techniques. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented in actual portfolios. As such, the book will be an indispensable resource to both new and seasoned investors looking to enhance their understanding of global bond markets and strategies.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 572 pages
File Size : 46,5 Mb
Release : 1997-06-15
Category : Business & Economics
ISBN : 1883249279

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Managing Fixed Income Portfolios by Frank J. Fabozzi Pdf

A contributed handbook on the complexities of portfolio management that includes the most up-to-date findings from leading practitioners in the fixed income securities market.

Author : Frank J Fabozzi, Cfa PhD, CFA, CPA,Frank J. Fabozzi
Publisher : Unknown
Page : 24 pages
File Size : 51,5 Mb
Release : 2006-03-01
Category : Electronic
ISBN : 0470051167

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Advanced Bond Portfolio Management Chapter 6 Custom Reprint by Frank J Fabozzi, Cfa PhD, CFA, CPA,Frank J. Fabozzi Pdf

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include: General background information on fixed-income markets and bond portfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process Interest rate risk and credit risk management Risk factors involved in the management of an international bond portfolio Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Author : Frank Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 31 pages
File Size : 47,7 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071715478

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The Handbook of Fixed Income Securities, Chapter 49 - International Bond Portfolio Management by Frank Fabozzi,Frank J. Fabozzi Pdf

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Author : Frank J. Fabozzi,Leland E. Crabbe
Publisher : John Wiley & Sons
Page : 336 pages
File Size : 54,7 Mb
Release : 2003-04-21
Category : Business & Economics
ISBN : 9780471446392

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Managing a Corporate Bond Portfolio by Frank J. Fabozzi,Leland E. Crabbe Pdf

Praise for Managing a Corporate Bond Portfolio "Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book. You will emerge with knowledge that will help you get an edge in the competitive investing arena." -Tim Opler Director, Financial Strategy Group, CSFB "A practitioner's guide . . . a creative, comprehensive, and practical book that addresses the myriad of challenges facing managers of corporate bond portfolios. The chapter on liquidity, trading, and trading costs is a must read." -Mary Rooney Head of Credit Strategy, Merrill Lynch "As a Senior Portfolio Manager responsible for managing billions of dollars invested in fixed income product during the mid-1990s, Lee Crabbe was the one Wall Street strategist that I would read every week to help me figure out where value was in the corporate bond market, and for insightful and easy-to-understand special reports that educated me and most investors on the risks and opportunities inherent in new structures and subordinated products. Fortunately for me and investors, Lee Crabbe and Frank Fabozzi have written this book, which compiles much of their previous work on corporate bond valuation, along with new features that are a must read, especially in light of the volatile times in the corporate bond market over the past few years. For portfolio managers, analysts, traders, and even strategists, if there is one book in your bookshelf that you should have on corporate bond portfolio management, it is this one." -William H. Cunningham Managing Director, Director of Credit Strategy, J.P. Morgan Securities Inc. www.wileyfinance.com

Author : Wolfgang Bessler,Wolfgang Drobetz,Chris Adcock
Publisher : Routledge
Page : 414 pages
File Size : 40,6 Mb
Release : 2013-08-21
Category : Business & Economics
ISBN : 9781317979784

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Asset Management and International Capital Markets by Wolfgang Bessler,Wolfgang Drobetz,Chris Adcock Pdf

This innovative volume comprises a selection of original research articles offering a broad perspective on various dimensions of asset management in an international capital market environment. The topics covered include risk management and asset pricing models for portfolio management, performance evaluation and performance measurement of equity mutual funds as well as the wide range of bond portfolio management issues. Asset Management and International Capital Markets offers interesting new insights into state-of-the-art asset pricing and asset management research with a focus on international issues. Each chapter makes a valuable contribution to current research and literature, and will be of significant importance to the practice of asset management. This book is a compilation of articles originally published in The European Journal of Finance.

Author : Vineer Bhansali
Publisher : McGraw Hill Professional
Page : 321 pages
File Size : 54,9 Mb
Release : 2010-09-17
Category : Business & Economics
ISBN : 9780071713252

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Bond Portfolio Investing and Risk Management by Vineer Bhansali Pdf

Learn the fine art of risk measurement and control—from a senior member of PIMCO! Bond Portfolio Investing and Risk Management is designed for one purpose—to help you do the most important part of your job. A top player in the upper echelon of PIMCO, Vineer Bhansali understands the nuances and complexities of managing risk in fixed-income investing better than anyone. In this highly practical guide, he puts his years of experience and the latest research to work in order to help you contend with such issues as: Liquidity and stress risks Asset allocation Market anomalies Cross-market relationships Tail-risk measurement Cyclical returns Macroeconomic data Bond Portfolio Investing and Risk Management details the tools used to offset risk, including their advantages and drawbacks, and explains when to use each one. Bhansali provides practical investment techniques to give you a firm handle on the value and risk of a fixed-income instrument.

Author : Srichander Ramaswamy
Publisher : John Wiley & Sons
Page : 256 pages
File Size : 41,6 Mb
Release : 2004-03-29
Category : Business & Economics
ISBN : 9780471488323

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Managing Credit Risk in Corporate Bond Portfolios by Srichander Ramaswamy Pdf

Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.

Author : Frank Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 34 pages
File Size : 51,9 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071715461

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The Handbook of Fixed Income Securities, Chapter 46 - Global Credit Bond Portfolio Management by Frank Fabozzi,Frank J. Fabozzi Pdf

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 884 pages
File Size : 51,5 Mb
Release : 2009-08-25
Category : Business & Economics
ISBN : 9780470538906

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Institutional Investment Management by Frank J. Fabozzi Pdf

The most comprehensive coverage of institutional investment management issues This comprehensive handbook of investment management theories, concepts, and applications opens with an overview of the financial markets and investments, as well as a look at institutional investors and their objectives. From here, respected investment expert Frank Fabozzi moves on to cover a wide array of issues in this evolving field. From valuation and fixed income analysis to alternative investments and asset allocation, Fabozzi provides the best in cutting-edge information for new and seasoned practitioners, as well as professors and students of finance. Contains practical, real-world applications of investment management theories and concepts Uses unique illustrations of factor models to highlight how to build a portfolio Includes insights on execution and measurement of transaction costs Covers fixed income (particularly structured products) and derivatives Institutional Investment Management is an essential read for anyone who needs to hone their skills in this discipline.