Quantitative global bond portfolio management /
Konstantinov, Georgi, 1943-
Quantitative global bond portfolio management / Gueorgui S. Konstantinov, Frank J. Fabozzi, Joseph S. Simonian. - Singapore : World Scientific, c2024. - 1 online resource (xxiii, 396 p.)
Includes bibliographical references and index.
Quantifying risks and the role of quantitative management -- Global markets and bond benchmarks -- Currency management -- Yield curve management -- Factors in global bond portfolios -- Top-down portfolio allocation -- Bond selection -- Bond trading, portfolio rebalancing, and electronic exchanges -- Portfolio risk management -- Factor models in performance analysis -- Performance analysis -- Yield curve attribution for global bond portfolios.
"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 to 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"--
Mode of access: World Wide Web.
System requirements: Adobe Acrobat Reader.
9789811272578 9811272573
2023008260
Portfolio management.
Asset allocation.
Bonds.
Electronic books.
HG4529.5
332.6
Quantitative global bond portfolio management / Gueorgui S. Konstantinov, Frank J. Fabozzi, Joseph S. Simonian. - Singapore : World Scientific, c2024. - 1 online resource (xxiii, 396 p.)
Includes bibliographical references and index.
Quantifying risks and the role of quantitative management -- Global markets and bond benchmarks -- Currency management -- Yield curve management -- Factors in global bond portfolios -- Top-down portfolio allocation -- Bond selection -- Bond trading, portfolio rebalancing, and electronic exchanges -- Portfolio risk management -- Factor models in performance analysis -- Performance analysis -- Yield curve attribution for global bond portfolios.
"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 to 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"--
Mode of access: World Wide Web.
System requirements: Adobe Acrobat Reader.
9789811272578 9811272573
2023008260
Portfolio management.
Asset allocation.
Bonds.
Electronic books.
HG4529.5
332.6