A contributed handbook on the complexities of portfolio management that includes the most up-to-date findings from leading practitioners in the fixed income securities market.
Book Details:
- Author: Frank J. Fabozzi
- ISBN: 9780470335932
- Year Published: 1997
- Pages: 545
- BISAC: BUS036000, BUSINESS & ECONOMICS/Investments & Securities / General
About the Book and Topic:
A contributed handbook on the complexities of portfolio management that includes the most up-to-date findings from leading practitioners in the fixed income securities market.
1. Fixed Income Risk (Ronald Kahn) 2. Measuring and Managing Interest-Rate Risk (Scott Richard and Benjamin Gord) 3. Value Measures for Managing Interest-Rate Risk (Michele Kreisler and Richard Worley) 4. Dissecting Yield Curve Risk (Wesley Phoa) 5. Bond Convexity: Hidden Risk, Hidden Value (Kevin Grant) 6. Measuring Plausibility of Hypothetical Interest Rate Shocks (Bennett Golub and Leo Tilman) 7. Valuation and Interest Rate Risk Management Using the Arbitrage-Free Bond Canonical Decomposition Methodology (Thomas Ho and Michael Chen) 8. Fixed Income Portfolio Investing: The Art of Decision Making (Chris Dialynas and Ellen Rachlin) 9.Forecasting Interest Rates (David Woolford) 10. A Predictive Modeling Framework for Anticipating Long-Term Interest Rates (Greg Boal and Erin Plowden) 11. Active Bond Portfolio Management: An Expected Return Approach (Francis Trainer, Jr.) 12. Managing Indexed and Enhanced Indexed Bond Portfolios (Kenneth Volpert) 13. Managing a Fixed Income Portfolio Versus a Liability Objective (Ronald Ryan) 14. Managing Market Risk at Long-Term Investment Funds (Langhorne Gibson III) 15. Managing Synthetic GIC Portfolios (Karl Tourville and John Caswell) 16. A Users Guide to Buy-Side Bond Trading (Robert Gerber) 17. Fixed Income Arbitrage Strategies (James Berens and Robert Friend) 18. The Persistence of Fixed Income Performance: Evidence from Mutual Fund Data (Ronald Kahn and Andrew Rudd) 19. Short-Term Capital Asset Allocation for Life Insurers (John Saf) 20. Management of a High-Yield Bond Portfolio (Thomas Madden and Joseph Balestrino) 21. Managing Municipal Bond Portfolios (Jeffrey Slater) 22. Using Busted Convertibles to Enhance Performance (William Leach) 23. A Practical Guide to Relative Value for Mortgages (Wesley Phoa) 24. Commercial Mortgage-Backed Securities: Real Estate Exposure with Managed Risk (Joseph DeMichele and William Adams) 25. Corporate Loan Portfolio Management (Elliot Asarnow and Michael McAdams) 26. International Bond Portfolio Management (Christopher Steward and Hank Lynch) 27. International Fixed Income Investment: Philosophy and Process (Anthony Faillace and Lee Thomas) 28. Fixed Income Attribution Analysis (Frank Jones and Leonard Peltzman) 29. Measuring Performance of the Insurance Company Portfolio (Gregory Hahn and John Saf)
About the Author
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University’s School of Management.