Quantitative Management of Bond Portfolios


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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 ...

Quantitative Management of Bond Portfolios 2006, Princeton University Press, Princeton, NJ

ISBN-13: 9780691128313