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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
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Modern Multi-Factor Analysis of Bond Portfolios - Critical Implications for Hedging and Investing (Hardcover, 1st ed. 2015)
Loot Price: R1,506
Discovery Miles 15 060
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Modern Multi-Factor Analysis of Bond Portfolios - Critical Implications for Hedging and Investing (Hardcover, 1st ed. 2015)
Expected to ship within 10 - 15 working days
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Where institutions and individuals averagely invest the majority of
their assets in money-market and fixed-income instruments, interest
rate risk management could be seen as the single most important
global financial issue. However, the majority of the key techniques
used by most investors were developed several decades ago, and the
advantages of multi-factor models are not fully recognised by many
researchers and practitioners. This book provides clear and
practical insight into bond portfolios and portfolio management
through key empirical analysis. The authors use extensive sets of
empirical data to describe the value potentially added by more
recent techniques to manage interest rate risk relative to
traditional techniques and to present empirical evidence of such an
added value. Beginning with a description of the simplest models
and moving on to the most complex, the authors offer key
recommendations for the future of rate risk management.
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