Selected Topics in Bond Portfolio ManagementISBN: 978-1-883249-28-1
Paperback
224 pages
June 1997
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Preface.
1. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).
2. Active Bond Portfolio Management: An Expected Return Approach (F. Trainer, Jr.).
3. Managing Indexed and Enhanced Indexed Bond Portfolios (K. Volpert).
4. Global Corporate Bond Portfolio Management (J. Malvey).
5. Managing Municipal Bond Portfolio (J. Slater).
6. Managing a High-Yield Bond Portfolio (J. Madden and J. Balestrino).
7. International Bond Portfolio Management (C. Steward and J. Lynch).
8. Using Busted Convertibles to Enhance Performance (W. Leach).
9. Managing a Fixed Income Portfolio Versus a Liability Objective (R. Ryan).
10. Fixed Income Attribution Analysis (F. Jones and L. Peltzman).
11. Bond Convexity: Hidden Risk, Hidden Value (K. Grant).
12.A User's Guide to Buy-Side Bond Trading (R. Gerber).
Questions.
1. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).
2. Active Bond Portfolio Management: An Expected Return Approach (F. Trainer, Jr.).
3. Managing Indexed and Enhanced Indexed Bond Portfolios (K. Volpert).
4. Global Corporate Bond Portfolio Management (J. Malvey).
5. Managing Municipal Bond Portfolio (J. Slater).
6. Managing a High-Yield Bond Portfolio (J. Madden and J. Balestrino).
7. International Bond Portfolio Management (C. Steward and J. Lynch).
8. Using Busted Convertibles to Enhance Performance (W. Leach).
9. Managing a Fixed Income Portfolio Versus a Liability Objective (R. Ryan).
10. Fixed Income Attribution Analysis (F. Jones and L. Peltzman).
11. Bond Convexity: Hidden Risk, Hidden Value (K. Grant).
12.A User's Guide to Buy-Side Bond Trading (R. Gerber).
Questions.