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Modern multi-factor analysis of bond...

Adesi, Giovanni Barone.

Modern multi-factor analysis of bond portfolioscritical implications for hedging and investing /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Modern multi-factor analysis of bond portfoliosedited by Giovanni Barone Adesi, Nicola Carcano.
Reminder of title:	critical implications for hedging and investing /
other author:	Carcano, Nicola.
Published:	London :Palgrave Macmillan UK :2016.
Description:	xii, 124 p. :ill., digital ;23 cm.
Contained By:	Springer eBooks
Subject:	Bonds.
Online resource:	http://dx.doi.org/10.1007/978-1-137-56486-3
ISBN:	9781137564863$q(electronic bk.)

Modern multi-factor analysis of bond portfolioscritical implications for hedging and investing /
Modern multi-factor analysis of bond portfolioscritical implications for hedging and investing /[electronic resource] :edited by Giovanni Barone Adesi, Nicola Carcano. - London :Palgrave Macmillan UK :2016. - xii, 124 p. :ill., digital ;23 cm.

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.

ISBN: 9781137564863$q(electronic bk.)

Standard No.: 10.1007/978-1-137-56486-3doiSubjects--Topical Terms:

215303
Bonds.

LC Class. No.: HG4651 / .M5963 2016

Dewey Class. No.: 332.6323015195

Modern multi-factor analysis of bond portfolioscritical implications for hedging and investing /
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245 0 0 $a Modern multi-factor analysis of bond portfolios $h [electronic resource] : $b critical implications for hedging and investing / $c edited by Giovanni Barone Adesi, Nicola Carcano.
260 $a London : $c 2016. $b Palgrave Macmillan UK : $b Imprint: Palgrave Macmillan,
300 $a xii, 124 p. : $b ill., digital ; $c 23 cm.
520 $a 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.
650 0 $a Bonds. $3 215303
650 0 $a Bond market. $3 185898
650 0 $a Investments. $3 187451
650 0 $a Hedge funds. $3 210113
650 0 $a Portfolio management. $3 186383
650 1 4 $a Finance. $3 183252
650 2 4 $a Investments and Securities. $3 739860
650 2 4 $a Corporate Finance. $2 swd $3 406349
650 2 4 $a Banking. $2 bicssc $3 534193
700 1 $a Carcano, Nicola. $3 792387
700 1 $a Adesi, Giovanni Barone. $3 792386
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773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-1-137-56486-3
950 $a Business and Economics (Springer-11643)