Login

Adesi, Giovanni Barone

Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing

Adesi, Giovanni Barone - Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing, ebook

77,50€

Ebook, PDF with Adobe DRM
ISBN: 9781137564863
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

1. Introduction
Giovanni Barone Adesi, Nicola Carcano

2. Adjusting Principal Component Analysis for Model Errors
Nicola Carcano

3. Alternative Models for Hedging Yield Curve Risk: An Empirical Comparison
Nicola Carcano, Hakim Dall’O

4. Applying Error-Adjusted Hedging to Corporate Bond Portfolios
Giovanni Barone Adesi, Nicola Carcano, Hakim Dall’O

5. Credit Risk Premium: Measurement, Interpretation and Portfolio Allocation
Radu C. Gabudean, Kwok Yuen Ng, Bruce D. Phelps

6. Overall Conclusion
Giovanni Barone Adesi, Nicola Carcano

Keywords: Finance, Investments and Securities, Corporate Finance, Banking

Editor
 
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Page amount
136 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137564863
Printed ISBN
978-1-349-85024-2

Similar titles