Professional Perspectives on Fixed Income Portfolio Management, Volume 3 is a valuable practitioner-oriented text that addresses current developments as well as key strategies and central theories in this field. Composed of sixteen articles written by experienced fixed income professionals, this volume contains hard-won practical knowledge and theory that will allow you to navigate today's market with poise and confidence. This comprehensive volume offers in-depth analysis of a wide range of fixed income portfolio management issues, including: The art of decision making in fixed income portfolio management A disciplined approach to emerging markets debt investing Default and recovery rates in emerging markets Butterfly spread trading Loan versus pool level prepayment models A case study demonstrating the value of credit-driven analysis in the mezzanine CMBS market An introduction to credit derivatives for portfolio managers redit default swaps . . . and much more. For the financial professional who needs to understand the nuances of the latest fixed income products and techniques for fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 3 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance over the long term with Professional Perspectives on Fixed Income Portfolio Management, Volume 3.

In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management–fixed income analysis and strategies, credit risk and credit derivatives, and structured products–this volume contains hard-won practical knowledge and theory that will allow you to navigate today’s market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: Risk/return trade-offs on fixed income asset classes Consistency of carry strategies in Europe The Euro benchmark yield curve Quantitative approaches versus fundamental analysis for valuing corporate credit The implication of Merton models for corporate bond investors The valuation of credit default swaps Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management–fixed income analysis and strategies, credit risk and credit derivatives, and structured products–this volume contains hard-won practical knowledge and theory that will allow you to navigate today’s market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: Risk/return trade-offs on fixed income asset classes Consistency of carry strategies in Europe The Euro benchmark yield curve Quantitative approaches versus fundamental analysis for valuing corporate credit The implication of Merton models for corporate bond investors The valuation of credit default swaps Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

Build a fixed income portfolio that will weather volatility and instability Designing a fixed income portfolio is an essential skill of any investment manager or advisor. This book outlines the critical components to successfully navigate through stable and turbulent markets, using real-life lessons from a seasoned institutional asset manager. The first section includes commentary on the changing fixed income market and overall economy, while the second section outlines the processes to navigate these ever-evolving markets including portfolio construction, the Federal Reserve, credit analysis and trade execution. Ladder Methodology is highlighted and the book discusses its pros and cons, gives examples of both well-constructed and poorly executed laddered bond portfolios and offers alternatives to traditional asset classes. Benefit from lessons learned, providing real life examples of market scenarios and trades Prepare fixed income portfolios that can weather any storm Written by Sean P. Simko, an expert on fixed income investing, who shares his investing experiences from the past 16 years Outlines the key principles of the Ladder strategy From strategy to execution, Strategic Fixed Income Investing offers the road map to help investment managers prepare portfolios that will insulate investments against adverse market conditions.