Quantitative management of bond portfolios
Auteur :
Dynkin, Lev / Gould, Anthony / Hyman, Jay / Konstantinovsky, Vadim / Phelps, Bruce
Éditeur :
Princeton University Press
ISBN :
9780691202778
Date de publication :
26 mai 2020
Dimensions :
23,5 x 15,6 cm
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
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 prac