ISBN 13 : 978-981-12-7256-1

Sommaire :
Part 1 Framework for Global Bond Portfolios
Chapter 1: Quantifying Risks and the Role of Quantitative Management
Chapter 2: Global Markets and Bond Benchmarks
Chapter 3: Currency Management
Chapter 4: Yield Curve Management

Part 2 Portfolio Management
Chapter 5: Factors in Global Bond Portfolios
Chapter 6: Top-Down Portfolio Allocation
Chapter 7: Bond Selection
Chapter 8: Bond Trading, Portfolio Rebalancing, and Electronic Exchanges
Chapter 9: Portfolio Risk Management

Part 3 Performance Analysis and Attribution
Chapter 10: Factor Models in Performance Analysis
Chapter 11: Performance Analysis
Chapter 12: Yield Curve Attribution for Global Bond Portfolios

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque