ISBN 13 : 978-0-691-12831-3

Contents :
Foreword by Steve Ross

Introduction

Part 1. Empirical Studies of Portfolio Strategies and Benchmark Design
Evaluating investment style
Index replication
Benchmark customization
Managing credit portfolios
Managing mortgage portfolios
Managing central bank reserves

Part 2. Portfolio management tools
Optimal risk budgeting with skill
Multifactor risk modeling and performance attribution
Portfolio and index analytics

Language : English

Series : ADVANCES IN FINANCIAL ENGINEERING

Figure(s) : Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque