Bond Portfolio Strategies

Institutional Investment Management ◽

10.1002/9781118267059.ch23 ◽

2012 ◽

pp. 635-682

Keyword(s):

Portfolio Strategies ◽

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Bond Portfolio Strategies

Fundamentals of Institutional Asset Management ◽

10.1142/9789811221590_0017 ◽

2020 ◽

pp. 491-517

Keyword(s):

Portfolio Strategies ◽

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Bond Portfolio Strategies for Outperforming a Benchmark

The Theory and Practice of Investment Management ◽

10.1002/9781118267028.ch19 ◽

2011 ◽

pp. 535-555

Author(s):

Bülent Baygün ◽

Robert Tzucker

Keyword(s):

Portfolio Strategies ◽

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Bond Portfolio Strategies, Returns, and Skewness: A Note

Journal of Financial and Quantitative Analysis ◽

10.2307/2330292 ◽

1977 ◽

Vol 12 (1) ◽

pp. 127 ◽

Author(s):

H. Russell Fogler ◽

William A. Groves ◽

James G. Richardson

Keyword(s):

Portfolio Strategies ◽

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Bond Portfolio Strategies for Outperforming a Benchmark

Handbook of Finance ◽

10.1002/9780470404324.hof002043 ◽

2008 ◽

Author(s):

Bülent Baygün ◽

Robert Tzucker

Keyword(s):

Portfolio Strategies ◽

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Portfolio Strategies Using Mortgage-Backed Securities (II)

ICFA Continuing Education Series ◽

10.2469/cp.v1985.n1.9 ◽

1985 ◽

Vol 1985 (1) ◽

pp. 58-61

Author(s):

Richard L. Sega

Keyword(s):

Portfolio Strategies ◽

Mortgage Backed Securities

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Portfolio Strategies Using Mortgage-Backed Securities (I)

ICFA Continuing Education Series ◽

10.2469/cp.v1985.n1.8 ◽

1985 ◽

Vol 1985 (1) ◽

pp. 53-57

Author(s):

William H. Gross

Keyword(s):

Portfolio Strategies ◽

Mortgage Backed Securities

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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies (a review) Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies 2005 Frank J. Fabozzi Lionel Martellini Philippe Priaulet John Wiley & Sons, Inc. compilation edited by Frank J. Fabozzi, Lionel Martellini, and Philippe Priaulet, +1 (201) 748-6011, www.wiley.com . 558 pages, $90.00.

Financial Analysts Journal ◽

10.2469/faj.v63.n2.4533 ◽

2007 ◽

Vol 63 (2) ◽

pp. 106-107

Author(s):

Mark S. Rzepczynski

Keyword(s):

Best Practices ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Pricing and Evaluating a Bond Portfolio Using a Regime Switching Markov Model

SSRN Electronic Journal ◽

10.2139/ssrn.1092042 ◽

2007 ◽

Author(s):

Leela R. Mitra ◽

Gautam Mitra ◽

Rogemar Mamon

Keyword(s):

Markov Model ◽

Regime Switching ◽

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Simple Active Portfolio Strategies that Outperform Naive Diversification

SSRN Electronic Journal ◽

10.2139/ssrn.1454798 ◽

2009 ◽

Author(s):

Chris Kirby ◽

Barbara Ostdiek

Keyword(s):

Portfolio Strategies ◽

Naïve Diversification

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Optimal Lifetime Consumption-Portfolio Strategies Under Trading Constraints and Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.346420 ◽

2002 ◽

Author(s):

Mark Schroder ◽

Costis Skiadas

Keyword(s):

Recursive Preferences ◽

Portfolio Strategies ◽

Trading Constraints

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