This paper analyses robust optimisation models as efficient tools for risk management of fixed-income securities. The study includes the analysis of scenario-based optimisation models applied to the portfolio selection and on the basis of indeterminate initial endowment. A detailed analysis is made for...
Management and employees under the private equity business model But how and in what form do these investors diffuse a preferred template for the PEBM in portfolio firms? Is diffusion codified, institutionalised or ... I Clark - 《Human Resource Management Journal》 被引量: 17发表: 2013年...
This study investigates the performance of the fixed income mutual funds industry, focusing on Canadian fixed income funds before, during, and after the 20
It successfully bridges the gap between interest-rate theory and its application to fixed-income security portfolio management. Coverage includes the function of financial markets, the flow-of-funds system, foundations for interest rates, ... JCV Horne - 《Prentice Hall International》 被引量: 28发...
Bond funds including taxable, tax-exempt, Fidelity and non-Fidelity options can help diversify your fixed income portfolio. Bond exchange-traded funds Bond ETFs can be used to help diversify your portfolio while providing income potential for a low minimum investment. ...
Value-at-Risk for fixed-income portfolios: a Kalman filtering approach We propose a way of measuring the risk of a sovereign debt portfolio by using a simple two-factor short rate model. The model is calibrated from data and t... P Date,R Bustreo - 《Ima Journal of Management Mathematics...
A fixed-income trader is an investment professional who is involved in the trading of fixed-income securities. They buy and sell securities for their clients and institutions. They research varying market trends and assess current conditions to make portfolio decisions with the maximum profit potential...
Investors invest in various financial instruments like equity, derivatives, fixed income securities etc based on their risk appetite. For instance, an investor who is risk averse will definitely choose to invest in fixed deposits as that provides guaranteed retur...
As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory ...
Overall emerging market growth is likely to be lower going into the new year, but we see attractive drivers for equity and fixed income and believe active management could continue to build a compelling emerging market case for global investors.