Coverart for item
The Resource Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing, edited by Giovanni Barone Adesi and Nicola Carcano

Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing, edited by Giovanni Barone Adesi and Nicola Carcano

Label
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
Title
Modern multi-factor analysis of bond portfolios
Title remainder
critical implications for hedging and investing
Statement of responsibility
edited by Giovanni Barone Adesi and Nicola Carcano
Creator
Contributor
Editor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Barone Adesi, Giovanni
Dewey number
332.6323015195
Illustrations
  • illustrations
  • charts
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1964-
http://library.link/vocab/relatedWorkOrContributorName
Carcano, Nicola
Series statement
Palgrave Pivot
http://library.link/vocab/subjectName
  • Bonds
  • Bond market
  • Investments
  • Hedge funds
  • Portfolio management
Label
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing, edited by Giovanni Barone Adesi and Nicola Carcano
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 115-120) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Introduction -- Adjusting principal component analysis for model errors / Nicola Carcano -- Alternative models for hedging yield curve risk : an empirical comparison / Nicola Carcano and Hakim Dallo -- Applying error-adjusted hedging to corporate bond portfolios / Giovanni Barone-Adesi, Nicola Carcano and Hakim Dallo -- Credit risk premium: measurement, interpretation & portfolio allocation / Radu Gabudean, Wok Yuen Ng and Bruce D. Phelps -- Conclusion / Giovanni Barone-Adesi and Nicola Carcano
Control code
FIEb17788109
Dimensions
23 cm.
Extent
xi, 124 pages
Isbn
9781137564856
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
charts
System control number
(OCoLC)922970866
Label
Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing, edited by Giovanni Barone Adesi and Nicola Carcano
Publication
Bibliography note
Includes bibliographical references (pages 115-120) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Introduction -- Adjusting principal component analysis for model errors / Nicola Carcano -- Alternative models for hedging yield curve risk : an empirical comparison / Nicola Carcano and Hakim Dallo -- Applying error-adjusted hedging to corporate bond portfolios / Giovanni Barone-Adesi, Nicola Carcano and Hakim Dallo -- Credit risk premium: measurement, interpretation & portfolio allocation / Radu Gabudean, Wok Yuen Ng and Bruce D. Phelps -- Conclusion / Giovanni Barone-Adesi and Nicola Carcano
Control code
FIEb17788109
Dimensions
23 cm.
Extent
xi, 124 pages
Isbn
9781137564856
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
charts
System control number
(OCoLC)922970866

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...