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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, e-bok

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ISBN: 9781137564863
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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

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

Utgivare
 
Utgivare
Springer
Utgivningsår
2016
Språk
en
Utgåva
1
Sidantal
136 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9781137564863
Tryckt ISBN
978-1-349-85024-2

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