"An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and …
An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and t…
"An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and …
"An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and …
Systematic investing in credit
by Dynkin, Lev, Hyman, Jay, Dor, Arik Ben, Desclee, Albert, Polbennikov, Simon
fromFrank J. Fabozzi
"Lev and QPS continue to shed light on the most important questions facing credit investors. This book focuses on their latest cutting-edge research into the appropriate role of credit as an asset class, the dynamics of credit benchmarks, and potential ways to benefit from equit…
Authored by members of the Quantitative Portfolio Strategy Group at Barclays Research--a recognized authority in the field--Systematic Investing in Credit is based on their innovative research of timing signals in credit markets and is written in an intuitive yet quantitatively …
Systematic Investing in Credit
by Dynkin, Lev, Hyman, Jay, Dor, Arik Ben, Desclee, Albert, Polbennikov, Simon