HERMES-Catalog

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

Publisher	(London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan)
Year	2016
Edition	1st ed. 2016.
Authors	Barone-Adesi, Giovanni editor Carcano, Nicola editor SpringerLink (Online service)

Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00174044		Springer Economics and Finance eBooks (電子ブック)	9781137564863

Material Type	E-Book
Media type	機械可読データファイル
Size	XII, 124 p : online resource
Notes	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:URL=https://doi.org/10.1007/978-1-137-56486-3
Subjects	LCSH:Financial services industry LCSH:Business enterprises—Finance FREE:Financial Services FREE:Corporate Finance
Classification	LCC:HG1501-3550 DC23:332.17
ID	8000062706
ISBN	9781137564863