"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…
Systematic investing in credit
by Dynkin, Lev, Hyman, Jay, Desclee, Albert, Polbennikov, Simon, Ben Dor, Arik
fromThe Frank J.
Systematic investing in credit
by Dynkin, Lev, Hyman, Jay, Desclee, Albert, Polbennikov, Simon, Ben Dor, Arik
Systematic Investing in Credit
by Dynkin, Lev, Hyman, Jay, Dor, Arik Ben, Desclee, Albert, Polbennikov, Simon
Quantitative management of bond portfolios
by Dynkin, Lev
fromAdvances in financial engineering
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. …
Quantitative management of bond portfolios
by Dynkin, Lev
fromAdvances in financial engineering
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. …