Quantitative Global Bond Portfolio Management

Gueorgui S Konstantinov, Frank J Fabozzi and Joseph S Simonian
Additional contact information
Gueorgui S Konstantinov: Finance Resolution, Germany
Frank J Fabozzi: Johns Hopkins University, USA
Joseph S Simonian: Autonomous Investment Technologies, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Quantitative Global Bond Portfolio Management

Keywords: Fixed-Income; Currency Management; Portfolio Management; Risk Management; Factors; Portfolio Optimization; Hedging; Portfolio Evaluation; Performance Attribution (search for similar items in EconPapers)
JEL-codes: G11 G12 G15 (search for similar items in EconPapers)
Date: 2023
ISBN: 9789811272561
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https://www.worldscientific.com/worldscibooks/10.1142/13313 (text/html)
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Chapters in this book:

Ch 1 Quantifying Risks and the Role of Quantitative Management , pp 3-25

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 2 Global Markets and Bond Benchmarks , pp 27-66

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 3 Currency Management , pp 67-101

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 4 Yield Curve Management , pp 103-150

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 5 Factors in Global Bond Portfolios , pp 153-173

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 6 Top-Down Portfolio Allocation , pp 175-203

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 7 Bond Selection , pp 205-228

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 8 Bond Trading, Portfolio Rebalancing, and Electronic Exchanges , pp 229-257

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 9 Portfolio Risk Management , pp 259-298

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 10 Factor Models in Performance Analysis , pp 301-328

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 11 Performance Analysis , pp 329-348

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

Ch 12 Yield Curve Attribution for Global Bond Portfolios , pp 349-379

Gueorgui S. Konstantinov, Frank J. Fabozzi and Joseph S. Simonian

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