| 000 | 02702nam a2200433 a 4500 | ||
|---|---|---|---|
| 001 | 00013313 | ||
| 003 | WSP | ||
| 005 | 20260416153412.0 | ||
| 007 | cr |nu|||unuuu | ||
| 008 | 230316s2024 nju ob 001 0 eng d | ||
| 010 | _a 2023008260 | ||
| 020 |
_a9789811272578 _q(ebook) |
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| 020 |
_a9811272573 _q(ebook) |
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| 020 |
_z9789811272561 _q(hbk.) |
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| 040 |
_aWSPC _beng _cWSPC |
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| 050 | 4 | _aHG4529.5 | |
| 072 | 7 |
_aBUS _x036090 _2bisacsh |
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| 072 | 7 |
_aBUS _x036010 _2bisacsh |
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_aBUS _x027000 _2bisacsh |
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| 082 | 0 | 4 |
_a332.6 _223 |
| 049 | _aMAIN | ||
| 100 | 1 |
_aKonstantinov, Georgi, _d1943- |
|
| 245 | 1 | 0 |
_aQuantitative global bond portfolio management / _cGueorgui S. Konstantinov, Frank J. Fabozzi, Joseph S. Simonian. |
| 260 |
_aSingapore : _bWorld Scientific, _cc2024. |
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| 300 | _a1 online resource (xxiii, 396 p.) | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aQuantifying 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. | |
| 520 |
_a"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"-- _cPublisher's website. |
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| 538 | _aMode of access: World Wide Web. | ||
| 538 | _aSystem requirements: Adobe Acrobat Reader. | ||
| 650 | 0 | _aPortfolio management. | |
| 650 | 0 | _aAsset allocation. | |
| 650 | 0 | _aBonds. | |
| 655 | 0 | _aElectronic books. | |
| 700 | 1 | _aFabozzi, Frank J. | |
| 700 | 1 |
_aSimonian, Joseph Stephen, _d1949- |
|
| 856 | 4 | 0 | _uhttps://www.worldscientific.com/worldscibooks/10.1142/13313#t=toc |
| 942 | _cE-BOOK | ||
| 999 |
_c49759 _d49759 |
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