000844035 000__ 02904cam\a2200493Mi\4500 000844035 001__ 844035 000844035 005__ 20230306144820.0 000844035 006__ m\\\\\o\\d\\\\\\\\ 000844035 007__ cr\un\nnnunnun 000844035 008__ 151002s2016\\\\enka\\\\ob\\\\001\0\eng\d 000844035 020__ $$a9781137564863$$q(electronic book) 000844035 020__ $$a1137564865$$q(electronic book) 000844035 020__ $$z9781349850242 000844035 020__ $$z9781137564856 000844035 020__ $$z1137564857 000844035 035__ $$aSP(OCoLC)ocn934056905 000844035 035__ $$aSP(OCoLC)934056905 000844035 040__ $$aCNCGM$$beng$$erda$$epn$$cCNCGM$$dOCLCO$$dYDXCP$$dOCLCQ$$dCNCGM$$dNJR$$dN$T$$dGW5XE$$dCOO$$dOCLCF$$dOCLCQ 000844035 049__ $$aISEA 000844035 050_4 $$aHG4651$$b.M5963 2016eb 000844035 08204 $$a332.63/23015195$$223 000844035 24500 $$aModern multi-factor analysis of bond portfolios :$$bcritical implications for hedging and investing /$$cedited by Giovanni Barone Adesi, Professor, Università della Svizzera Italiana, Switzerland, and Nicola Carcano, Lecturer, Faculty of Economics, Università della Svizzera Italiana, Switzerland. 000844035 264_1 $$aBasingstoke, Hampshire :$$bPalgrave Macmillan,$$c2016. 000844035 300__ $$a1 online resource (xi, 124 pages) :$$billustrations. 000844035 336__ $$atext$$btxt$$2rdacontent 000844035 337__ $$acomputer$$bc$$2rdamedia 000844035 338__ $$aonline resource$$bcr$$2rdacarrier 000844035 4901_ $$aPalgrave pivot 000844035 504__ $$aIncludes bibliographical references (pages 115-120) and index. 000844035 506__ $$aAccess limited to authorized users. 000844035 520__ $$aWhere institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management. 000844035 588__ $$aDescription based on print version record. 000844035 650_0 $$aBonds. 000844035 650_0 $$aBond market. 000844035 650_0 $$aInvestments. 000844035 650_0 $$aHedge funds. 000844035 650_0 $$aPorfolio management. 000844035 7001_ $$aBarone Adesi, Giovanni,$$d1951-$$eeditor. 000844035 7001_ $$aCarcano, Nicola,$$d1964-$$eeditor. 000844035 830_0 $$aPalgrave pivot. 000844035 852__ $$bebk 000844035 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-1-137-56486-3$$zOnline Access$$91397441.1 000844035 909CO $$ooai:library.usi.edu:844035$$pGLOBAL_SET 000844035 980__ $$aEBOOK 000844035 980__ $$aBIB 000844035 982__ $$aEbook 000844035 983__ $$aOnline 000844035 994__ $$a92$$bISE