Author: John Bricker AdamsPublisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 370
Book Description
A Study of Bond Portfolio Management in Selected Nebraska State Banks
Author: John Bricker AdamsPublisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 370
Book Description
How Banks Buy Bonds
Author: Bernhard OstrolenkPublisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 246
Book Description
Quantitative Management of Bond Portfolios
Author: Lev DynkinPublisher: Princeton University Press
ISBN: 0691210616
Category : Business & Economics
Languages : en
Pages : 1000
Book Description
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
Bond Portfolio Optimization
Author: Michael PuhlePublisher: Springer Science & Business Media
ISBN: 354076593X
Category : Business & Economics
Languages : en
Pages : 143
Book Description
The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.
An Analysis of the Bond Portfolio Policy of Commercial Banks
Author: John Talbot MastenThe Selection of Bank Investments to Maximize Profitability
Author: Glen Isham WilliamsPublisher:
ISBN:
Category : Bank investments
Languages : en
Pages : 280
Book Description
Bond Analysis and Selection
Author: Martin L. LeibowitzPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 72
Book Description
Analysis of the contemporary issues and practices existing in bond portfolio management of commercial banks in Texas
Author: Thomas Sumners BellPublisher:
ISBN:
Category : Assets (Accounting)
Languages : en
Pages : 236
Book Description
Bond portfolio and interest-rate risk management
Author: International Center for Monetary and Banking StudiesPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
This document contains various papers on bond portfolio and interest-rate risk management.
Innovations in Bond Portfolio Management
Author: George G. KaufmanPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 0
Book Description