期刊全稱 | Active Fixed Income and Credit Management | 影響因子2023 | Frank Hagenstein,Tim Bangemann | 視頻video | http://file.papertrans.cn/145/144199/144199.mp4 | 學(xué)科分類 | Finance and Capital Markets Series | 圖書封面 |  | 影響因子 | The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach. | Pindex | Book 2002 |
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