A Short Course in Fixed Income Pricing, Portfolio Management, and Trading

2020 ◽  
Author(s):  
Joseph Clark
Keyword(s):  
Portfolio Management ◽  
Fixed Income ◽  
Short Course

Dynamic models for fixed-income portfolio management under uncertainty

1998 ◽  
Vol 22 (10) ◽  
pp. 1517-1541 ◽  
Author(s):  
Stavros A Zenios ◽  
Martin R Holmer ◽  
Raymond McKendall ◽  
Christiana Vassiadou-Zeniou
Keyword(s):  
Portfolio Management ◽  
Dynamic Models ◽  
Fixed Income ◽  
Fixed Income Portfolio

scholarly journals Fixed-income portfolio management in crisis period: Expected Tail Loss (ETL) approach

Gestion 2000 ◽  
2014 ◽  
Vol 31 (1) ◽  
pp. 223
Author(s):  
Mehdi Mili ◽  
Yosro M’Hamdi ◽  
Moez Khalfallah ◽  
Frédéric Teulon
Keyword(s):  
Portfolio Management ◽  
Fixed Income ◽  
Crisis Period ◽  
Tail Loss ◽  
Expected Tail Loss ◽  
Fixed Income Portfolio
Sign in / Sign up

Export Citation Format

Share Document