UNDERSTAND THE ROLE AND POTENTIAL OF FIXED INCOME AS AN ASSET CLASS
_Systematic Fixed Income: An Investor’s Guide_ offers readers a
powerful, practical, and robust framework for investors and asset
managers to preserve the diversifying properties of a fixed income
allocation, and add to that unique sources of excess returns via
systematic security selection. In other words, this framework allows
for efficient capture of fixed income beta and fixed income alpha.
Celebrated finance professional Dr. Scott Richardson presents concrete
strategies for identifying the relevant sources of risk and return in
public fixed income markets and explains the tactical and strategic
roles played by fixed income in typical portfolios. In the book,
readers will explore:
* The implementation challenges associated with a systematic fixed
income portfolio, including liquidity and risk
* The systematic return sources for rate and credit sensitive fixed
income assets in both developed and emerging markets
An essential read for asset managers and institutional investors with
a professional interest in fixed income markets, _Systematic Fixed
Income: An Investor’s Guide_ deserves a place in the libraries of
advanced degree students of finance, business, and investment, as well
as other investment professionals seeking to refine their
understanding of the full potential of this foundational asset class.
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An Investor's Guide
Produktdetaljer
ISBN
9781119900191
Publisert
2022
Utgave
1. utgave
Utgiver
Wiley Professional Development (P&T)
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter