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Quantitative Management of Bond Portfolios

About Quantitative Management of Bond Portfolios

Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies based on investor inquiries.

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  • Language:
  • English
  • ISBN:
  • 9780691128313
  • Binding:
  • Hardback
  • Pages:
  • 1000
  • Published:
  • October 28, 2006
  • Dimensions:
  • 163x245x60 mm.
  • Weight:
  • 1480 g.
Delivery: 2-4 weeks
Expected delivery: February 9, 2025

Description of Quantitative Management of Bond Portfolios

Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies based on investor inquiries.

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