國立虎尾科技大學 |

Modern Multi-Factor Analysis of Bond Portfolios = Critical Implications for Hedging and Investing /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Modern Multi-Factor Analysis of Bond Portfolios/ edited by Giovanni Barone-Adesi, Nicola Carcano.
Reminder of title:	Critical Implications for Hedging and Investing /
other author:	Barone-Adesi, Giovanni.
Description:	XII, 124 p.online resource. :
Contained By:	Springer Nature eBook
Subject:	Investment banking. -
Online resource:	https://doi.org/10.1007/978-1-137-56486-3
ISBN:	9781137564863

Modern Multi-Factor Analysis of Bond Portfolios = Critical 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. - 1st ed. 2016. - XII, 124 p.online resource.

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

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

596537
Investment banking.

LC Class. No.: HG4501-6051

Dewey Class. No.: 332.6

Modern Multi-Factor Analysis of Bond Portfolios = Critical Implications for Hedging and Investing /
LDR:02341nam a22003855i 4500 001 971605
003 DE-He213
005 20200630173406.0
007 cr nn 008mamaa
008 201211s2016 xxk| s |||| 0|eng d
020 $a 9781137564863 $9 978-1-137-56486-3
024 7 $a 10.1007/978-1-137-56486-3 $2 doi
035 $a 978-1-137-56486-3
050 4 $a HG4501-6051
072 7 $a KFFM $2 bicssc
072 7 $a BUS036000 $2 bisacsh
072 7 $a KFFM $2 thema
082 0 4 $a 332.6 $2 23
245 1 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.
250 $a 1st ed. 2016.
264 1 $a London : $b Palgrave Macmillan UK : $b Imprint: Palgrave Macmillan, $c 2016.
300 $a XII, 124 p. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
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 Investment banking. $3 596537
650 0 $a Securities. $3 558592
650 0 $a Corporations—Finance. $3 1253876
650 0 $a Banks and banking. $3 556379
650 1 4 $a Investments and Securities. $3 1104945
650 2 4 $a Corporate Finance. $3 1069043
650 2 4 $a Banking. $2 bicssc $3 810653
700 1 $a Barone-Adesi, Giovanni. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1266999
700 1 $a Carcano, Nicola. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1200670
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9781137564856
776 0 8 $i Printed edition: $z 9781349850242
776 0 8 $i Printed edition: $z 9781349850235
856 4 0 $u https://doi.org/10.1007/978-1-137-56486-3
912 $a ZDB-2-ECF
912 $a ZDB-2-SXEF
950 $a Economics and Finance (SpringerNature-41170)
950 $a Economics and Finance (R0) (SpringerNature-43720)