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Modern multi-factor analysis of bond...

Adesi, Giovanni Barone.

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Modern multi-factor analysis of bond portfolios = critical implications for hedging and investing /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Modern multi-factor analysis of bond portfolios/ edited by Giovanni Barone Adesi, Nicola Carcano.
其他題名:	critical implications for hedging and investing /
其他作者:	Adesi, Giovanni Barone.
出版者:	London :Palgrave Macmillan UK : : 2016.,
面頁冊數:	xii, 124 p. :ill., digital ;23 cm.
Contained By:	Springer eBooks
標題:	Bonds. -
電子資源:	http://dx.doi.org/10.1007/978-1-137-56486-3
ISBN:	9781137564863

Modern multi-factor analysis of bond portfolios = critical implications for hedging and investing /
Modern multi-factor analysis of bond portfolioscritical implications for hedging and investing /[electronic resource] :edited by Giovanni Barone Adesi, Nicola Carcano. - London :Palgrave Macmillan UK :2016. - xii, 124 p. :ill., digital ;23 cm.

Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.

ISBN: 9781137564863

Standard No.: 10.1007/978-1-137-56486-3doiSubjects--Topical Terms:

647491
Bonds.

LC Class. No.: HG4651 / .M5963 2016

Dewey Class. No.: 332.6323015195

Modern multi-factor analysis of bond portfolios = critical implications for hedging and investing /
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520 $a Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
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