Advanced Bond Portfolio Management
Latest Publications

TOTAL DOCUMENTS

22
(FIVE YEARS 0)

H-INDEX

1
(FIVE YEARS 0)

Published By John Wiley & Sons, Inc.

9781119201151, 9780471678908
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Capturing the Credit Alpha

2015 ◽  
pp. 407-417
Author(s):  
David Soronow

Valuing Corporate Credit: Quantitative Approaches versus Fundamental Analysis

2015 ◽  
pp. 311-354
Author(s):  
Sivan Mahadevan ◽  
Young-Sup Lee ◽  
Viktor Hjort ◽  
David Schwartz ◽  
Stephen Dulake
Keyword(s):  
Fundamental Analysis ◽  
Corporate Credit ◽  
Quantitative Approaches

An Introduction to Credit Risk Models

2015 ◽  
pp. 355-372
Author(s):  
Donald R. van Deventer
Keyword(s):  
Credit Risk ◽  
Risk Models

Hedging Interest Rate Risk with Term Structure Factor Models

2015 ◽  
pp. 267-289
Author(s):  
Lionel Martellini ◽  
Philippe Priaulet ◽  
Frank J. Fabozzi ◽  
Michael Luo
Keyword(s):  
Interest Rate ◽  
Term Structure ◽  
Structure Factor ◽  
Interest Rate Risk ◽  
Factor Models ◽  
Rate Risk

Measuring Plausibility of Hypothetical Interest Rate Shocks

2015 ◽  
pp. 247-266
Author(s):  
Bennett W. Golub ◽  
Leo M. Tilman
Keyword(s):  
Interest Rate ◽  
Interest Rate Shocks

Credit Derivatives and Hedging Credit Risk

2015 ◽  
pp. 373-388
Author(s):  
Donald R. van Deventer
Keyword(s):  
Credit Risk ◽  
Credit Derivatives

Portfolio Strategies for Outperforming a Benchmark

2015 ◽  
pp. 43-62
Author(s):  
Bülent Baygün ◽  
Robert Tzucker
Keyword(s):  
Portfolio Strategies

Managing a Multicurrency Bond Portfolio

2015 ◽  
pp. 445-478
Author(s):  
Srichander Ramaswamy ◽  
Robert Scott
Keyword(s):  
Bond Portfolio

A Disciplined Approach to Emerging Markets Debt Investing

2015 ◽  
pp. 479-532
Author(s):  
Maria Mednikov Loucks ◽  
John A. Penicook ◽  
Uwe Schillhorn
Keyword(s):  
Emerging Markets
Load More ...
Sign in / Sign up

Export Citation Format

Share Document