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Year of publication
Subject
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Portfolio selection 15 Portfolio-Management 15 Anleihe 12 Bond 12 Theorie 11 Theory 11 Risikomanagement 9 Risk management 9 Credit risk 4 Kreditrisiko 4 Corporate bond 3 Hedging 3 Interest rate risk 3 USA 3 United States 3 Unternehmensanleihe 3 Zinsrisiko 3 Benchmarking 2 International financial market 2 Internationaler Finanzmarkt 2 Measurement 2 Messung 2 Betriebliche Liquidität 1 Bid-ask spread 1 Börsenkurs 1 Capital market theory 1 Corporate liquidity 1 Costs 1 Country risk 1 Credit rating 1 Derivat 1 Derivative 1 Emerging economies 1 Estimation 1 Forecasting model 1 Geld-Brief-Spanne 1 Kapitalmarkttheorie 1 Kosten 1 Kreditwürdigkeit 1 Länderrisiko 1
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Type of publication
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Article 20
Type of publication (narrower categories)
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Aufsatz im Buch 20 Book section 20
Language
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English 20
Author
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Deventer, Donald R. van 2 Dynkin, Lev 2 Hyman, Jay 2 Baygün, Bülent 1 Breger, Ludovic 1 Cheyette, Oren 1 Crabbe, Leland E. 1 Dialynas, Chris P. 1 Dopfel, Frederick E. 1 Dulake, Stephen 1 Fabozzi, Frank J. 1 Golub, Bennet W. 1 Hjort, Viktor 1 Jamshidian, Farshid 1 Jones, Frank Joseph 1 Lee, Young-sup 1 Mahadevan, Sivan 1 Martellini, Lionel 1 Mednikov Loucks, Maria 1 Murata, Alfred 1 Obazee, Philip O. 1 Penicook, John A. 1 Phelps, Bruce D. 1 Phoa, Wesley 1 Ramaswamy, Srichander 1 Schillhorn, Uwe 1 Schwartz, David 1 Scott, Robert 1 Soronow, David 1 Thomas, Lee R. 1 Tilman, Leo M. 1 Tzucker, Robert 1 Zhu, Yu 1
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Advanced bond portfolio management : best practices in modeling and strategies 20
Source
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ECONIS (ZBW) 20
Showing 1 - 10 of 20
Cover Image
Overview of fixed income portfolio management
Jones, Frank Joseph - In: Advanced bond portfolio management : best practices in …, (pp. 3-19). 2006
Persistent link: https://www.econbiz.de/10003280059
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Liquidity, trading, and trading costs
Crabbe, Leland E.; Fabozzi, Frank J. - In: Advanced bond portfolio management : best practices in …, (pp. 21-42). 2006
Persistent link: https://www.econbiz.de/10003280064
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Portfolio strategies for outperforming a benchmark
Baygün, Bülent; Tzucker, Robert - In: Advanced bond portfolio management : best practices in …, (pp. 43-62). 2006
Persistent link: https://www.econbiz.de/10003280069
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The active decisions in the selection of passive management and performance bogeys
Dialynas, Chris P.; Murata, Alfred - In: Advanced bond portfolio management : best practices in …, (pp. 65-96). 2006
Persistent link: https://www.econbiz.de/10003280177
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Liability-based benchmarks
Dynkin, Lev; Hyman, Jay; Phelps, Bruce D. - In: Advanced bond portfolio management : best practices in …, (pp. 97-109). 2006
Persistent link: https://www.econbiz.de/10003280182
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Risk budgeting for fixed income portfolios
Dopfel, Frederick E. - In: Advanced bond portfolio management : best practices in …, (pp. 111-128). 2006
Persistent link: https://www.econbiz.de/10003280189
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Understanding the building blocks for OAS models
Obazee, Philip O. - In: Advanced bond portfolio management : best practices in …, (pp. 131-161). 2006
Persistent link: https://www.econbiz.de/10003280198
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Fixed income risk modeling
Breger, Ludovic; Cheyette, Oren - In: Advanced bond portfolio management : best practices in …, (pp. 163-194). 2006
Persistent link: https://www.econbiz.de/10003280205
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Multifactor risk models and their applications
Dynkin, Lev; Hyman, Jay - In: Advanced bond portfolio management : best practices in …, (pp. 195-246). 2006
Persistent link: https://www.econbiz.de/10003280210
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Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.; Tilman, Leo M. - In: Advanced bond portfolio management : best practices in …, (pp. 249-266). 2006
Persistent link: https://www.econbiz.de/10003280215
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