practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk Dynkin, Lev Primary Author Ben Door, Arik Additional Author Hyman, Jay Additional Author Phelps, Bruce D. Additional Author mixed material bibliography Hoboken, New Jersey Wiley 2012 en English

Printed Material

xxvii, 388p. : ill., tabs. ; 24 cm. For many years, this quantitative research team has offered new insights and helpful support to many institutional investors such as APG. By applying these concepts to the portfolio construction process, we have gained more confidence in the robustness of our portfolios." Eduard van Gelderen, CIO, Capital Markets, APG Asset Management, Netherlands "Lev Dynkin and his team are the highest authority on fixed income portfolio analytics. Their thoughtful and rigorous quantitative research, unparalleled access to high quality data, and cooperative approach with leading fixed income managers sets them apart." Carolyn Gibbs and Rich King, Co-Heads of U.S. Taxable Fixed Income and Global High Income, Invesco "Quantitative Credit Portfolio Management is a one of a kind book addressing everyday issues and topics submitted by investors and practitioners to the QPS team. Practical instructions advocated in this book are best practices that we already rely on in our credit investment process for superior active management." Ibrahima Kobar, CIO, Fixed Income, Natixis Asset Management, France Portfolio investment Portfolio management Investment appraisal Quantitative methods Financial services EEN/EF 9781118117699 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen EEN/EF Qua 35375 General (General) EEN/EF Qua 38548 2012-01-05 00:00:00 2021-08-13 16:00:59 machine generated