A Guide to Fixed Income Portfolio Management Using RiskDuration, RewardDuration, and DurationRatio as Alternatives to Effective Duration and Convexity

2007 ◽  
Author(s):  
Mike Allen
Keyword(s):  
Portfolio Management ◽  
Fixed Income ◽  
Fixed Income Portfolio

Dynamic models for fixed-income portfolio management under uncertainty

1998 ◽  
Vol 22 (10) ◽  
pp. 1517-1541 ◽  
Author(s):  
Stavros A Zenios ◽  
Martin R Holmer ◽  
Raymond McKendall ◽  
Christiana Vassiadou-Zeniou
Keyword(s):  
Portfolio Management ◽  
Dynamic Models ◽  
Fixed Income ◽  
Fixed Income Portfolio

scholarly journals Fixed-income portfolio management in crisis period: Expected Tail Loss (ETL) approach

Gestion 2000 ◽  
2014 ◽  
Vol 31 (1) ◽  
pp. 223
Author(s):  
Mehdi Mili ◽  
Yosro M’Hamdi ◽  
Moez Khalfallah ◽  
Frédéric Teulon
Keyword(s):  
Portfolio Management ◽  
Fixed Income ◽  
Crisis Period ◽  
Tail Loss ◽  
Expected Tail Loss ◽  
Fixed Income Portfolio

Total Return Fixed-Income Portfolio Management

2005 ◽  
Vol 31 (3) ◽  
pp. 32-43 ◽  
Author(s):  
Ulf Herold ◽  
Raimond Maurer ◽  
Nader Purschaker
Keyword(s):  
Portfolio Management ◽  
Fixed Income ◽  
Fixed Income Portfolio
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