EDHEC-Risk - Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: Chinese translation

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Asset Allocation


	Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: Chinese translation Authors: Editors: Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet Editions: Wiley Finance Pages: 370 pages Date: 2007 Purchase this book

Summary

The Chinese translation of "Portfolio Management: Best Practices in Modeling and Strategies".

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that.

Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include:

General background information on fixed-income markets and bond portfolio strategies
The design of a strategy benchmark
Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process
Interest rate risk and credit risk management
Risk factors involved in the management of an international bond portfolio

Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

About the Editors:

Frank J. Fabozzi, PhD, CFA, CPA, was the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and a Fellow of the International Center for Finance at the time of writing. Prior to joining the Yale faculty, Fabozzi was a visiting professor of finance in the Sloan School at MIT. He is the Editor of the Journal of Portfolio Management. He is currently Professor of Finance at EDHEC Business School.

Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School in France and the Scientific Director of EDHEC-Risk Insitute. A former member of the faculty at the Marshall School of Business, University of Southern California, he holds Master's Degrees in Business Administration, Economics, Statistics, and Mathematics, as well as a PhD in Finance from the Haas School of Business, University of California, Berkeley.

Philippe Priaulet, PhD, is the Head of Global Strategy at Natexis Banques Populaires. He is also an Associate Professor in the Department of Mathematics at the Université of Evry Val d'Essonne. He holds Master's Degrees in Business Administration and Mathematics as well as a PhD in Financial Economics from the Université Paris IX Dauphine.

FTSE EDHEC-Risk Efficient Indexes: January 2012

United States	4.27%
United Kingdom	2.78%
Eurobloc	5.66%
Developed Europe	5.17%
Dev. Europe ex. UK	5.58%
Japan	2.20%
Dev. Asia ex. Jap.	7.51%
Asia-Pac. ex. Jap.	8.66%
Asia-Pacific	6.63%
Developed	4.65%
Emerging	10.25%
All World ex. US	6.10%
All World ex. UK	5.36%
All World	5.28%

EDHEC-Risk Alternative Indexes: December 2011

Conv. Arb.	0.29%
CTA Global	0.34%
Dist. Sec.	0.50%
Emg. Mkts	-1.81%
Eq. Mkt Neut.	0.06%
Event Driven	-0.34%
Fix. Inc. Arb.	0.45%
Global Macro	-0.22%
L/S Equity	-0.56%
Merger Arb.	0.56%
Rel. Value	0.12%
Short Selling	0.41%
FoF	-0.54%

EDHEC-Risk IEIF Commercial Property: January 2012

Price (FR)	0.36%
Total Return (FR)	1.80%