Last edited by Mull
Sunday, July 26, 2020 | History

6 edition of Bond Portfolio Management found in the catalog.

Bond Portfolio Management

by Frank J. Fabozzi

  • 318 Want to read
  • 18 Currently reading

Published by Wiley .
Written in English

    Subjects:
  • Finance & Accounting,
  • Investments & Securities - General,
  • Bonds,
  • Business & Economics,
  • Business / Economics / Finance,
  • Business/Economics,
  • Investments & Securities - Bonds,
  • Business & Economics / Investments & Securities,
  • Finance

  • Edition Notes

    2nd Edition

    The Physical Object
    FormatHardcover
    Number of Pages728
    ID Numbers
    Open LibraryOL8685377M
    ISBN 101883249368
    ISBN 109781883249366

    Get this from a library! Bond portfolio management. [Frank J Fabozzi] -- This text explains the latest strategies for maximixing bond portfolio returns, discussing different types of bonds, valuation principles and a range of strategies. It reveals the investment. HIGH-YIELD BONDS provides extensive coverage of bond valuation and the construction and management of high-yield portfolios. Advanced Monte Carlo simulation models for the valuation of bonds and options on bonds as well as risk assessments on portfolios of bonds under conditions of correlated interest rate and credit risk are demonstrated.4/5(1).

      Portfolio Management Trading Essentials bondholders were given a coupon book with their bond and could go to the bank and present the coupon of payment or deposit. A bond portfolio's total. Bond portfolio management strategies During the past decade, there has been a significant increase in the number and range of bond portfolio management strategies available. Prior to the ’s only two strategies – passive and active – existed and most bond portfolios were managed on a buy-and-hold basis with the intention of providing a.

    ISBN: OCLC Number: Description: xix, pages: illustrations ; 25 cm. Contents: Value of security selection vs. asset allocation in credit markets --Value of skill in macro strategies for global fixed-income investing --Cost of the no-leverage constraint in duration timing: index replication --Replicating the Lehman Brothers U.S. . With the other two-thirds of her bond portfolio ($, or so), she should devote equal allocations to intermediate-term traditional Treasuries, short-term Treasuries, long-term investment-grade corporate bonds, intermediate-term investment-grade corporate bonds, international bonds, and high-yield bonds. Juan, 29, building up his savings.


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Bond Portfolio Management by Frank J. Fabozzi Download PDF EPUB FB2

Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

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 Cited by: 6.

Bond Portfolio Investing and Risk Management helps you build portfolios to add value through every kind of economic cycle. Sharing his years of experience constructing robust, wellperforming portfolios that have navigated recurring crises, PIMCO portfolio manager Vineer Bhansali explores the various risk factors inherent in fixed income Cited by: 1.

Praise for Managing a Corporate Bond Portfolio "Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book.5/5(2).

Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management.5/5(2). Investing From Stocks and Bonds to ETFs and IPOs, an Essential Primer on Building a Profitable Portfolio (Adams ) Michele Cagan CPA out of 5 stars Some of the key topics covered in this work include macroeconomic dynamics and corporate bond market, risk analysis and multifactor fixed income models, high-yield bond portfolio management and hedge fund fixed income strategies among other things.

Investment Analysis and Portfolio Management. This book helps entrepreneurs and practitioners to understand the investments field as it is currently understood and practiced for sound investment decisions making.

Full Publication Name Bond Portfolio Investing and Risk Management Bond Portfolio Investing and Risk Management is a highly practical guide that covers liquidity and stress risks, asset allocation, market anomalies, cross-market relationships, tail-risk measurement, cyclical returns, and macroeconomic data.

While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management.

The book covers a range of subjects of concern to fixed-income portfolio managers — investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing Released on:   In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities.

In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought. Section 4 discusses bond market liquidity and its effects on pricing and portfolio construction.

Section 5 introduces a model of how a bond position’s total expected return can be decomposed. The model provides a better understanding of the driving forces behind expected returns to fixed-income securities.

Bond analysis and portfolio management: from the fundamentals of various bond products to price volatility and interest rate risk.

Using derivative instruments--options, futures, and swaps--to effectively control a portfolio's risk and reduce the cost of implementing investment : Frank J. Fabozzi. In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns.

Through in-depth discussions on. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. Selected Topics in Bond Portfolio Management discusses state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond.

The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit 5/5(1). Dealing with fixed income portfolio management, this book provides an understanding of the thinking in corporate bonds, what drives prices and why.

Rating: (not yet rated) 0 with reviews. Just like tracking a specific stock market index, a bond portfolio can be structured to mimic any published bond index.

One common index mimicked by portfolio managers is. This note introduces the basic tools used by investment professionals. Topics covered includes: Investment Process, Term Structure of Interest Rates, Bond Portfolio Management, Portfolio Mechanics, Optimal Portfolios, Equilibrium Models and Performance Evaluation.

Author(s): Carnegie Mellon University. Foundations of Finance: Bond Portfolio Management 9 D. The Duration of a Coupon Bond A coupon bond is simply a portfolio of zeros. Let CFt = coupon and principal payments in year t, for t = 1, T (the bond’s maturity).

Then D = w1×1+ w2×2++ wT ×T where the w’s are the market value weights. Bond Portfolio Investing and Risk Management delves comprehensively, but intuitively, into the various risk factors and delivers the tools to understand, measure, control, and take advantage of risk premiums in practicalfixed income investing.

As the financial crisis has made all too clear, this book's unifying treatment of risk and return is 5/5(1).Sean P. Simko is the Head of Fixed Income Portfolio Management at SEI, and a sought-after expert on fixed income investing and the financial markets. He leads a team of investment professionals responsible for research, analysis, implementation, and ongoing portfolio management of over $7 billion of fixed income strategies.The management of bond portfolios or fixed income portfolios introduces several unique challenges; among the most important is the ability to determine the risk associated with fixed income instruments.

Three of the most important measures of interest rate risk are known as.