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Quantitative Global Bond Portfolio Management

Author

Listed:
  • Gueorgui S Konstantinov

    (Finance Resolution, Germany)

  • Frank J Fabozzi

    (Johns Hopkins University, USA)

  • Joseph S Simonian

    (Autonomous Investment Technologies, USA)

Abstract

Quantitative Global Bond Portfolio Management

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023. "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313, August.
    • Handle: RePEc:wsi:wsbook:13313
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/13313
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    Book Chapters

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    More about this item

    Keywords

    Fixed-Income; Currency Management; Portfolio Management; Risk Management; Factors; Portfolio Optimization; Hedging; Portfolio Evaluation; Performance Attribution;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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