Scenario-based dynamic corporate bond portfolio management

P. Beraldi; F. De Simone; A. Violi; G. Consigli; G. Iaquinta

doi:10.1093/imaman/dps017

Scenario-based dynamic corporate bond portfolio management

IMA Journal of Management Mathematics ◽

10.1093/imaman/dps017 ◽

2012 ◽

Vol 23 (4) ◽

pp. 341-364 ◽

Cited By ~ 3

Author(s):

P. Beraldi ◽

F. De Simone ◽

A. Violi ◽

G. Consigli ◽

G. Iaquinta

Keyword(s):

Portfolio Management ◽

Corporate Bond ◽

Bond Portfolio ◽

Bond Portfolio Management

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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies (a review) Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies 2005 Frank J. Fabozzi Lionel Martellini Philippe Priaulet John Wiley & Sons, Inc. compilation edited by Frank J. Fabozzi, Lionel Martellini, and Philippe Priaulet, +1 (201) 748-6011, www.wiley.com . 558 pages, $90.00.

Financial Analysts Journal ◽

10.2469/faj.v63.n2.4533 ◽

2007 ◽

Vol 63 (2) ◽

pp. 106-107

Author(s):

Mark S. Rzepczynski

Keyword(s):

Best Practices ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Using Derivatives in Bond Portfolio Management

Institutional Investment Management ◽

10.1002/9781118267059.ch24 ◽

2012 ◽

pp. 683-722

Keyword(s):

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Bond portfolio management and performance evaluation

Understanding Investments ◽

10.4324/9781003027478-18 ◽

2020 ◽

pp. 455-487

Author(s):

Nikiforos T. Laopodis

Keyword(s):

Performance Evaluation ◽

Portfolio Management ◽

Bond Portfolio ◽

And Performance ◽

Bond Portfolio Management

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Bond Portfolio Management, Swap Strategy, Duration, and Convexity

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0088 ◽

2020 ◽

pp. 3059-3098

Author(s):

Cheng Few Lee

Keyword(s):

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Using Derivatives in Bond Portfolio Management

Fundamentals of Institutional Asset Management ◽

10.1142/9789811221590_0018 ◽

2020 ◽

pp. 519-551

Keyword(s):

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Bond-Portfolio-Management aus Sicht eines Lebensversicherers

Modernes Bondmanagement ◽

10.1007/978-3-322-93010-1_6 ◽

1993 ◽

pp. 99-117

Author(s):

Henning von der Forst

Keyword(s):

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Redefining Risk: Propositions to Motivate a Re-Examination of the Standard Risk vs. Return Relationship in Common Stock and Bond Portfolio Management

SSRN Electronic Journal ◽

10.2139/ssrn.2309763 ◽

2013 ◽

Author(s):

Eben Otuteye ◽

Mohammad Siddiquee

Keyword(s):

Portfolio Management ◽

Common Stock ◽

Bond Portfolio ◽

Bond Portfolio Management ◽

Standard Risk

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The Theory and Practice of Bond Portfolio Management.

The Journal of Finance ◽

10.2307/2327288 ◽

1978 ◽

Vol 33 (5) ◽

pp. 1477

Author(s):

Paul S. Nadler ◽

Peter L. Bernstein

Keyword(s):

Portfolio Management ◽

Theory And Practice ◽

Bond Portfolio ◽

Bond Portfolio Management

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A Dynamic Stochastic Programming Model for Bond Portfolio Management

Computational Science - ICCS 2004 - Lecture Notes in Computer Science ◽

10.1007/978-3-540-25944-2_113 ◽

2004 ◽

pp. 876-883 ◽

Cited By ~ 2

Author(s):

Liyong Yu ◽

Shouyang Wang ◽

Yue Wu ◽

K. K. Lai

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Programming Model ◽

Bond Portfolio ◽

Dynamic Stochastic Programming ◽

Stochastic Programming Model ◽

Dynamic Stochastic ◽

Bond Portfolio Management

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Bond portfolio management via stochastic programming

Handbook of Asset and Liability Management ◽

10.1016/b978-044453248-0.50013-7 ◽

2008 ◽

pp. 305-336

Author(s):

M. Bertocchi ◽

V. Moriggia ◽

J. Dupačová

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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