Systematic fixed income : an investor's guide

Systematic fixed income an investor's guide

"Systematic Fixed Income lays out a framework for identifying the relevant sources of risk and return in public fixed income markets. After a comprehensive analysis of the strategic and tactical roles that fixed income can play in asset allocation, author Scott Richardson covers the systematic...

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Detalles Bibliográficos
Otros Autores: Richardson, Scott (Accounting professor), author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, NJ : John Wiley & Sons, Inc [2022]
Colección:Wiley Finance
Materias:
Fixed-income securities.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009701336806719
Tabla de Contenidos:
  • Setting the Stage
  • Fixed Income
  • Strategic Asset Allocation
  • Fixed Income
  • Tactial Asset Allocation
  • Incumbent Active Fixed Income Managers
  • Security Selection
  • Rate Sensitive Assets
  • Security Selection
  • Credit Sensitive Assets
  • Security Selection
  • Emerging Markets (Hard Currency)
  • Portfolio Construction Considerations
  • Liquidity and Trading Considerations
  • Sustainability
  • Putting it All Together.

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