Advances in bond analysis & portfolio strategies:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chicago, Ill.
Probus Publ.
1987
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVI, 682 S. graph. Darst. |
| ISBN: | 0917253620 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | CONTENTS CONTRIBUTORS IX PREFACE XI SECTION I PORTFOLIO OBJECTIVES,
ASSET ALLOCATION, AND PERFORMANCE EVALUATION 1 1 PORTFOLIO OBJECTIVES
AND MANAGEMENT POLICIES FOR FIXED INCOME INVESTORS 3 RICHARD W. MCENALLY
2 THE ACTIVE DECISIONS IN THE SELECTION OF PASSIVE MANAGEMENT AND
PERFORMANCE BOGEYS 17 CHRIS P DIALYNAS 3 FIXED INCOME NORMAL PORTFOLIOS
AND THEIR APPLICATION TO FUND MANAGEMENT 33 EDGAR A. ROBIE, JR., AND
PETER C. LAMBERT 4 LIABILITY RETURNS: A NEW PERSPECTIVE ON ASSET
ALLOCATION 49 MARTIN L. LEIBOWITZ 5 MEASURING THE EFFECTIVE DURATION OF
PENSION LIABILITIES 77 TERENCE C. LANGETIEG, LAWRENCE N. BADER, MARTIN
L. LEIBOWITZ, AND ALFRED WEINBERGER VI CONTENTS 6 PORTFOLIO INSURANCE:
LIMITING THE EXPOSURE OF ACTIVELY MANAGED PENSION FUNDS UNDER STATEMENT
OF FINANCIAL ACCOUNTING STANDARDS NO. 87 113 WILLIAM J. MARSHALL SECTION
II ANALYSIS AND VALUATION OF THE INSTRUMENTS 139 7 ANALYSIS OF TREASURY
ZERO-COUPON BONDS 141 THOMAS E. KLAFFKY 8 AN INTRODUCTION TO THE
MORTGAGE MARKET AND MORTGAGE ANALYSIS 185 SCOTT M. PINKUS, SUSAN MARA
HUNTER, AND RICHARD ROLL 9 THE VALUATION OF FIXED INCOME SECURITIES WITH
CONTINGENT CASH FLOWS 235 GRAHAM LORD, DAVID P. JACOB, AND JAMES A.
TILLEY 10 MODERN TECHNIQUES FOR ANALYZING VALUE AND PERFORMANCE OF
CALLABLE BONDS 261 GARY D. LATAINER AND DAVID P. JACOB 11 U.S. FLOATING
RATE NOTES: STRUCTURE, ANALYSIS, AND PORTFOLIO STRATEGIES 303 ROBERT A.
SMITH AND PETER B. TAGGART 12 FLOATING RATE NOTES: METHODS OF ANALYSIS
333 RICHARD WILLIAMS 13 OPTION PREMIUM DYNAMICS: WITH APPLICATIONS TO
FIXED INCOME PORTFOLIO ANALYSIS 393 JAMES F, MEISNER AND JOHN A.
RICHARDS 14 A SIMPLE APPROACH TO VALUING BOND OPTIONS 417 MICHAEL R.
GRANITO CONTENTS VII SECTION III PORTFOLIO STRATEGIES 429 15
UNDERSTANDING AND EVALUATING INDEX FUND MANAGEMENT 431 SHARMIN
MOSSAVAR-RAHMANI 16 INDEXING FIXED INCOME PORTFOLIOS 451 PHILIP H. GALDI
17 THE SECRET OF DURATION AVERAGING 481 MICHAEL R. GRANITO 18 STRATEGIES
FOR THE ASSET MANAGER HEDGING AND THE CREATION OF SYNTHETIC ASSETS 523
ROBERT W. KOPPRASCH, CAL JOHNSON, AND ARMAND H. TATEVOSSIAN 19 GLOBAL
BOND PORTFOLIO MANAGEMENT: STRUCTURING THE INVESTMENT PROCESS 563
MICHAEL R. ROSENBERG 20 DURATION ADJUSTMENT AND ASSET ALLOCATION WITH
TREASURY BOND AND NOTE FUTURES CONTRACTS 581 FRANK J. JONES AND BETH A.
KRUMHOLZ 21 ON THE HEDGING PERFORMANCE OF THE NEW MUNICIPAL BOND FUTURES
CONTRACT 607 RICHARD BOOKSTABER AND HAL HEATON 22 THE MOB: PRICING AND
ARBITRAGE 643 MARCELLE ARAK, PHILIP FISCHER, LAURIE GOODMAN, AND RAJ
DARYANANI INDEX 671
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| illustrated | Illustrated |
| indexdate | 2024-07-09T17:25:23Z |
| institution | BVB |
| isbn | 0917253620 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005827490 |
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| physical | XVI, 682 S. graph. Darst. |
| publishDate | 1987 |
| publishDateSearch | 1987 |
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| publisher | Probus Publ. |
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| spelling | Advances in bond analysis & portfolio strategies ed. by Frank J. Fabozzi ... Chicago, Ill. Probus Publ. 1987 XVI, 682 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Obligations (valeurs) ram Portefeuilles - gestion ram Bonds Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Portfoliomanagement (DE-588)4115601-8 s DE-604 Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005827490&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Advances in bond analysis & portfolio strategies Obligations (valeurs) ram Portefeuilles - gestion ram Bonds Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4143413-4 |
| title | Advances in bond analysis & portfolio strategies |
| title_auth | Advances in bond analysis & portfolio strategies |
| title_exact_search | Advances in bond analysis & portfolio strategies |
| title_full | Advances in bond analysis & portfolio strategies ed. by Frank J. Fabozzi ... |
| title_fullStr | Advances in bond analysis & portfolio strategies ed. by Frank J. Fabozzi ... |
| title_full_unstemmed | Advances in bond analysis & portfolio strategies ed. by Frank J. Fabozzi ... |
| title_short | Advances in bond analysis & portfolio strategies |
| title_sort | advances in bond analysis portfolio strategies |
| topic | Obligations (valeurs) ram Portefeuilles - gestion ram Bonds Portfolio management Portfoliomanagement (DE-588)4115601-8 gnd |
| topic_facet | Obligations (valeurs) Portefeuilles - gestion Bonds Portfolio management Portfoliomanagement Aufsatzsammlung |
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