計量グローバル債券管理
Quantitative Global Bond Portfolio Management
Konstantinov, Gueorgui S
Fabozzi, Frank J
Simonian, Joseph
- 出版社：World Scientific Publishing Co Pte Ltd
- 出版年月：2023年 10月
- ISBN：9789811272561
- 装丁：HRD
-
装丁について
- 言語：ENG
- 巻数・ページ数：420 p.
- 分類： 証券・投資
- DDC分類：332.6323
- 内容紹介：
-
This book is essential reading for anyone interested in global bond and currency management. A major objective is to shed light on the problems faced by practitioners in portfolio optimization, bond trading, risk management, portfolio rebalancing, and performance measurement of fixed income instruments and currencies. Potential solutions to these problems are provided.