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Acknowledgments

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© 2020 Princeton University Press, Princeton

© 2020 Princeton University Press, Princeton

Chapters in this book

  1. Frontmatter i
  2. CONTENTS vii
  3. Foreword ix
  4. Acknowledgments xi
  5. Note on Authorship xiii
  6. Introduction xv
  7. PART I. Empirical Studies of Portfolio Strategies and Benchmark Design
  8. EVALUATING INVESTMENT STYLE 1
  9. INDEX REPLICATION 121
  10. BENCHMARK CUSTOMIZATION 235
  11. MANAGING CREDIT PORTFOLIOS 353
  12. MANAGING MORTGAGE PORTFOLIOS 499
  13. MANAGING CENTRAL BANK RESERVES 579
  14. PART II. Portfolio Management Tools
  15. OPTIMAL RISK BUDGETING WITH SKILL 631
  16. MULTIFACTOR RISK MODELING AND PERFORMANCE ATTRIBUTION 677
  17. PORTFOLIO AND INDEX ANALYTICS 811
  18. Index 959
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Quantitative Management of Bond Portfolios
This chapter is in the book Quantitative Management of Bond Portfolios
https://doi.org/10.1515/9780691210612-002

Chapters in this book

  1. Frontmatter i
  2. CONTENTS vii
  3. Foreword ix
  4. Acknowledgments xi
  5. Note on Authorship xiii
  6. Introduction xv
  7. PART I. Empirical Studies of Portfolio Strategies and Benchmark Design
  8. EVALUATING INVESTMENT STYLE 1
  9. INDEX REPLICATION 121
  10. BENCHMARK CUSTOMIZATION 235
  11. MANAGING CREDIT PORTFOLIOS 353
  12. MANAGING MORTGAGE PORTFOLIOS 499
  13. MANAGING CENTRAL BANK RESERVES 579
  14. PART II. Portfolio Management Tools
  15. OPTIMAL RISK BUDGETING WITH SKILL 631
  16. MULTIFACTOR RISK MODELING AND PERFORMANCE ATTRIBUTION 677
  17. PORTFOLIO AND INDEX ANALYTICS 811
  18. Index 959
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