The Resource Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing, edited by Giovanni Barone Adesi, Nicola Carcano, (electronic resource)

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing, edited by Giovanni Barone Adesi, Nicola Carcano, (electronic resource)

Label
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
Title
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
Statement of responsibility
edited by Giovanni Barone Adesi, Nicola Carcano
Contributor
Editor
Editor
Provider
Subject
Language
eng
Summary
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
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • Tr3zd_hd6os
  • up_SIuw4eFY
Image bit depth
0
LC call number
HG4501-HG6051
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Adesi, Giovanni Barone.
  • Carcano, Nicola.
  • SpringerLink
http://library.link/vocab/subjectName
  • Investment banking
  • Securities
  • Corporations-Finance
  • Banks and banking
  • Investments and Securities
  • Corporate Finance
  • Banking
Label
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing, edited by Giovanni Barone Adesi, Nicola Carcano, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
XII, 124 p.
File format
multiple file formats
Form of item
electronic
Isbn
9781137564863
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-1-137-56486-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-137-56486-3
Label
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing, edited by Giovanni Barone Adesi, Nicola Carcano, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
XII, 124 p.
File format
multiple file formats
Form of item
electronic
Isbn
9781137564863
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-1-137-56486-3
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-1-137-56486-3

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