Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
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Published By Palgrave Macmillan UK

9781349850242, 9781137564863

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Applying Error-Adjusted Hedging to Corporate Bond Portfolios

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing ◽

10.1007/978-1-137-56486-3_4 ◽

2016 ◽

pp. 47-77

Author(s):

Giovanni Barone Adesi ◽

Nicola Carcano ◽

Hakim Dall’O

Keyword(s):

Corporate Bond ◽

Bond Portfolios

Adjusting Principal Component Analysis for Model Errors

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing ◽

10.1007/978-1-137-56486-3_2 ◽

2016 ◽

pp. 6-20

Author(s):

Nicola Carcano

Keyword(s):

Principal Component Analysis ◽

Principal Component ◽

Component Analysis ◽

Model Errors

Overall Conclusion

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing ◽

10.1007/978-1-137-56486-3_6 ◽

2016 ◽

pp. 111-114

Author(s):

Giovanni Barone Adesi ◽

Nicola Carcano

Credit Risk Premium: Measurement, Interpretation and Portfolio Allocation

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing ◽

10.1007/978-1-137-56486-3_5 ◽

2016 ◽

pp. 78-110

Author(s):

Radu C. Gabudean ◽

Kwok Yuen Ng ◽

Bruce D. Phelps

Keyword(s):

Credit Risk ◽

Risk Premium ◽

Portfolio Allocation

Introduction

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing ◽

10.1007/978-1-137-56486-3_1 ◽

2016 ◽

pp. 1-5

Author(s):

Giovanni Barone Adesi ◽

Nicola Carcano

Alternative Models for Hedging Yield Curve Risk: An Empirical Comparison

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing ◽

10.1007/978-1-137-56486-3_3 ◽

2016 ◽

pp. 21-46

Author(s):

Nicola Carcano ◽

Hakim Dall’O

Keyword(s):

Yield Curve ◽

Empirical Comparison ◽

Alternative Models

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and InvestingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Palgrave Macmillan UK

Applying Error-Adjusted Hedging to Corporate Bond Portfolios

Adjusting Principal Component Analysis for Model Errors

Overall Conclusion

Credit Risk Premium: Measurement, Interpretation and Portfolio Allocation

Introduction

Alternative Models for Hedging Yield Curve Risk: An Empirical Comparison

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
Latest Publications