Quantitative global bond portfolio management[electronic resource]

  • 作者: Konstantinov, Georgi,
  • 其他作者: Fabozzi, Frank J. , Simonian, Joseph Stephen,
  • 出版: Singapore ;Hackensack, NJ : World Scientific c2024.
  • 版本: 1st ed.
  • 稽核項: 1 online resource :ill.
  • 標題: Portfolio management. , Asset allocation. , Bonds.
  • ISBN: 9811272581 , 9789811272585
  • ISBN: 9789811272561
  • 試查全文@TNUA:
  • 附註: Includes bibliographical references and index.
  • 摘要: "Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios, including in-depth discussions of factor models and optimization techniques. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented to actual portfolios. As such, the book will be an indispensable resource to both new and seasoned investors looking to enhance their understanding of global bond markets and strategies"--
  • 電子資源: https://dbs.tnua.edu.tw/login?url=https://www.worldscientific.com/worldscibooks/10.1142/13313#t=toc
  • 系統號: 005338754
  • 資料類型: 電子書
  • 讀者標籤: 需登入
  • 引用網址: 複製連結