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Selected Topics in Bond Portfolio Management Frank J. Fabozzi

Selected Topics in Bond Portfolio Management By Frank J. Fabozzi

Selected Topics in Bond Portfolio Management by Frank J. Fabozzi


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Selected Topics in Bond Portfolio Management Summary

Selected Topics in Bond Portfolio Management by Frank J. Fabozzi

The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. In Selected Topics in Bond Portfolio Management, leading experts discuss state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.

About Frank J. Fabozzi

Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.

Table of Contents

Preface.

1. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).

2. Active Bond Portfolio Management: An Expected Return Approach (F. Trainer, Jr.).

3. Managing Indexed and Enhanced Indexed Bond Portfolios (K. Volpert).

4. Global Corporate Bond Portfolio Management (J. Malvey).

5. Managing Municipal Bond Portfolio (J. Slater).

6. Managing a High-Yield Bond Portfolio (J. Madden and J. Balestrino).

7. International Bond Portfolio Management (C. Steward and J. Lynch).

8. Using Busted Convertibles to Enhance Performance (W. Leach).

9. Managing a Fixed Income Portfolio Versus a Liability Objective (R. Ryan).

10. Fixed Income Attribution Analysis (F. Jones and L. Peltzman).

11. Bond Convexity: Hidden Risk, Hidden Value (K. Grant).

12.A User's Guide to Buy-Side Bond Trading (R. Gerber).

Questions.

Additional information

NLS9781883249281
9781883249281
1883249287
Selected Topics in Bond Portfolio Management by Frank J. Fabozzi
New
Paperback
John Wiley & Sons Inc
1997-06-30
224
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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