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Quantitative global bond portfolio management
Konstantinov, Gueorgui; Fabozzi, Frank J.; Simonian, Joseph - 2024
"Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a...
Persistent link: https://www.econbiz.de/10014235363
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The geometry of the world of currency volatilities
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: Computational economics 60 (2022) 1, pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
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Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 3, pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
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Duration, convexity, and other bond risk measures
Fabozzi, Frank J. - 1999
Persistent link: https://www.econbiz.de/10001458594
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Fixed income mathematics
Fabozzi, Frank J. - 1988
Persistent link: https://www.econbiz.de/10000829201
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Investment management
Fabozzi, Frank J. - 1995
Persistent link: https://www.econbiz.de/10000910289
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Fixed income analysis for the Chartered Financial Analyst Program
Fabozzi, Frank J. - 2000
Persistent link: https://www.econbiz.de/10001551141
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Bond portfolio management
Fabozzi, Frank J. - 2001 - 2. ed.
Persistent link: https://www.econbiz.de/10001552680
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Fixed income securities
Fabozzi, Frank J. - 2002 - 2. ed
Persistent link: https://www.econbiz.de/10001664429
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Fixed-income derivatives and risk control
Fabozzi, Frank J. - In: The theory and practice of investment management, (pp. 697-724). 2002
Persistent link: https://www.econbiz.de/10001730170