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Основной контент книги Systematic Fixed Income
Text PDF

Volume 306 pages

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Systematic Fixed Income

An Investor's Guide
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$46.17

About the book

Understand the role and potential of fixed income as an asset class Systematic Fixed Income: An Investor’s Guide offers readers a powerful, practical, and robust framework for investors and asset managers to preserve the diversifying properties of a fixed income allocation, and add to that unique sources of excess returns via systematic security selection. In other words, this framework allows for efficient capture of fixed income beta and fixed income alpha. Celebrated finance professional Dr. Scott Richardson presents concrete strategies for identifying the relevant sources of risk and return in public fixed income markets and explains the tactical and strategic roles played by fixed income in typical portfolios. In the book, readers will explore: The implementation challenges associated with a systematic fixed income portfolio, including liquidity and risk The systematic return sources for rate and credit sensitive fixed income assets in both developed and emerging marketsAn essential read for asset managers and institutional investors with a professional interest in fixed income markets, Systematic Fixed Income: An Investor’s Guide deserves a place in the libraries of advanced degree students of finance, business, and investment, as well as other investment professionals seeking to refine their understanding of the full potential of this foundational asset class.

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Age restriction:
0+
Volume:
306 p.
ISBN:
9781119900238
Total size:
8.8 МБ
Total number of pages:
306
Publisher:
Copyright holder:
John Wiley & Sons Limited
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