Selected Topics in Bond Portfolio Management
The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. Selected Topics in Bond Portfolio Management discusses state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.
Table of Contents
Preface
Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord)
Active Bond Portfolio Management: An Expected Return Approach (F. Trainer, Jr.)
Managing Indexed and Enhanced Indexed Bond Portfolios (K. Volpert)
Global Corporate Bond Portfolio Management (J. Malvey)
Managing Municipal Bond Portfolio (J. Slater)
Managing a High-Yield Bond Portfolio (J. Madden and J. Balestrino)
International Bond Portfolio Management (C. Steward and J. Lynch)
Using Busted Convertibles to Enhance Performance (W. Leach)
Managing a Fixed Income Portfolio Versus a Liability Objective (R. Ryan)
Fixed Income Attribution Analysis (F. Jones and L. Peltzman)
A User's Guide to Buy-Side Bond Trading (R. Gerber)
Questions