Fixed income portfolio management
Subtitle: issues and  solutions
By: edited by Thomas S.Y. Ho.
Contributors: Ho, Thomas S. Y.
Publisher: Business One Irwin
Published: 1993
Place of publication: Homewood, Ill
Language: eng
Number of pages: 149
Subjects: Fixed-income securities -- Congresses.; Portfolio management -- Congresses.
Description: Today, fixed-income portfolio managers are faced with more investment choices than ever before. In order to make the best possible decisions for their clients, these money managers must be able to evaluate their options using the most recent quantitative analysis techniques. Written by some of the most respected professionals in the field, Fixed-Income Portfolio Management explains the latest techniques being used in the daily management of actual fixed-income billion dollar portfolios. This one-of-a-kind expert guide identifies different measures of yields for mortgage-backed securities, including the benefits and drawbacks for each; explains new ways to analyze the value of illiquid securities such as private placements and commercial mortgages; and describes the strengths and weaknesses of specific asset allocation strategies for insurance portfolios.
Notes: Includes bibliographical references.
"Proceedings from the first annual GAT conference."