Quantitative Management of Bond Portfolios (a review)

Mark S. Rzepczynski and Martin S. Fridson

Financial Analysts Journal, 2008, vol. 64, issue 1, 85-86

Abstract: Offering clear, empirically based solutions to many of the practical challenges of running a bond portfolio (particularly, portfolio structuring), this hefty book is incomparable in depth and breadth as an all-encompassing tool kit for fixed-income managers.

Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.2469/faj.v64.n1.10 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:ufajxx:v:64:y:2008:i:1:p:85-86

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/ufaj20

DOI: 10.2469/faj.v64.n1.10

Access Statistics for this article

Financial Analysts Journal is currently edited by Maryann Dupes

More articles in Financial Analysts Journal from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().