Portfolio Risk Management

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

Chapter 9 in Quantitative Global Bond Portfolio Management, 2023, pp 259-298 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Portfolio risk management is a critical aspect of managing a global bond portfolio. It begins with identifying the major risks to which the portfolio is exposed, how those risks are interrelated, and how they are measured. In Chapters 3 and 4, we described those risks and how they are interrelated in global bond portfolios. Once those risks are measured, the next step in portfolio risk management is to control those risks to increase the likelihood that the portfolio will achieve its strategic objectives…

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
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