Quantitative Global Bond Portfolio Management
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A01=Frank J Fabozzi
A01=Gueorgui S Konstantinov
A01=Joseph Simonian
Author_Frank J Fabozzi
Author_Gueorgui S Konstantinov
Author_Joseph Simonian
Category=KFFM
Currency Management
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eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
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Factors
Fixed-Income
Hedging
Performance Attribution
Portfolio Evaluation
Portfolio Management
Portfolio Optimization
Risk Management
Product details
- ISBN 9789811272561
- Publication Date: 10 Nov 2023
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios, including in-depth discussions of factor models and optimization techniques. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented in actual portfolios. As such, the book will be an indispensable resource to both new and seasoned investors looking to enhance their understanding of global bond markets and strategies.
