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active bond portfolio management

Bond Portfolio Optimization: A Dynamic Heteroskedastic Factor Model Approach

Bond Portfolio Optimization: A Dynamic Heteroskedastic Factor Model Approach

... for active risk management of fixed income ...to bond prices, which increases the importance of using portfolio optimization approaches that not only take into account the risk-return ...

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On the market portfolio for multi asset classes

On the market portfolio for multi asset classes

... in active management as they serve as ...market portfolio of equity and fixed-income ...a portfolio according to coun- tries or regions and how this portfolio has changed over the last ...

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Total Return Tax-Free Municipal Bond Portfolio Style

Total Return Tax-Free Municipal Bond Portfolio Style

... a portfolio manager for municipal bond ...manage portfolio construction, management, analysis, trading, and research for both tax-free and taxable bond ...Municipal Bond ...

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Bond Swaps

Bond Swaps

... quality bond could possibly enhance ...corporate bond with a ...your bond with another $50,000 A-rated corporate bond having the same maturity with a ...first bond and buying the sec- ...

7

Vanguard Variable Insurance Fund High Yield Bond Portfolio

Vanguard Variable Insurance Fund High Yield Bond Portfolio

... The Portfolio may invest in fixed income futures contracts, fixed income options, interest rate swaps, total return swaps, credit default swaps, currency swaps, foreign currency exchange forwards, or other ...

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Exploring the benefits of international government bond portfolio diversification strategies

Exploring the benefits of international government bond portfolio diversification strategies

... optimal bond portfolios to capture the marginal benefit of adding specific bond indexes to the investment ...unconstrained portfolio strategies and constrained portfolio strategies, where no ...

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Climate risk assessment of the sovereign bond portfolio of European Insurers

Climate risk assessment of the sovereign bond portfolio of European Insurers

... In the first collaboration between climate economists, climate financial risk modellers and fi- nancial regulators, we apply the CLIMAFIN framework described in Battiston at al. (2019) to provide a forward-looking climate ...

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Conditional Portfolio Choice in the U.S. Bond Market: The Role of Liquidity

Conditional Portfolio Choice in the U.S. Bond Market: The Role of Liquidity

... The reason for that particular choice is twofold. I use the market-based measures of liquidity because they are model-free and can be readily calculated using daily data, while Pflueger and Viceira (2012) liquidity ...

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Waverton Investment Management Conflicts of Interest Policy

Waverton Investment Management Conflicts of Interest Policy

... Investment Management staff are required to establish the capacity in which the broker is acting and how the service is being paid for in order to determine whether client monies are being inappropriately ...

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The Household Endowment Model. Adopting Lessons Learned from the Nation s Top Educational Endowments WEALTH STRATEGIES SAMEER JAIN

The Household Endowment Model. Adopting Lessons Learned from the Nation s Top Educational Endowments WEALTH STRATEGIES SAMEER JAIN

... W ealth Strategies Advisory Group (WSAG) and Claraphi Advisory Network LLC (Claraphi) have joined forces to provide a comprehensive, high level, institutional style wealth management platform. What makes WSAG and ...

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Capital Markets Seminar Delivering Real Value

Capital Markets Seminar Delivering Real Value

... ▲ Approximately half of HICL portfolio has lifecycle risk with the Project Company ▲ Active management of expenditure while working with public sector clients. and FM Sub contractors wi[r] ...

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Essays on International Finance and Risk Sharing

Essays on International Finance and Risk Sharing

... their portfolio risks by incorporating international corporate ...potential portfolio gains to US investors of holding foreign corporate ...observed portfolio holdings match the computed optimal ...

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Project Portfolio Management

Project Portfolio Management

... Development programs can originate from different starting points (see figure 4). Certain projects are discretionary, while others can be considered mandatory, such as projects arising as a result of revised legislation. ...

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Portfolio Management of Builders

Portfolio Management of Builders

... The above results give us an idea about where to invest and how much to invest and in what it should invest. It is seen that that the best investment strategies which maximizes net returns. The returns based on their ...

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Article on Portfolio Management

Article on Portfolio Management

... ABSTRACT: Making an investment on shares, debenture, and bonds are both profitable and exciting, but it involves a high amount of risk and it requires analytical skills. If an investor wants to make a profit out of above ...

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Project Portfolio Management

Project Portfolio Management

... of portfolio management and the business skills needed may be beyond those of many senior program ...VP-Program Management or VP Product Management typically owns of the global resource ...

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Enterprise Portfolio Management

Enterprise Portfolio Management

... IT management discipline in ...Lifecycle Management (ALM) through use of Gantt charts that can graphically depict lifecycles related to vendor roadmaps or standards criteria, for instance, reviewed against ...

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Examining the Relationship between IT Governance Software and Business Value of IT: Evidence from Four Case Studies

Examining the Relationship between IT Governance Software and Business Value of IT: Evidence from Four Case Studies

... (demand management and application change management) primarily supported project visibility and control and the most notable business outcomes were also in this category - though some IT services ...

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White Paper. Active Currency Management in Portfolio Construction. Risk-Sentiment as Diversifier and Source of Alpha

White Paper. Active Currency Management in Portfolio Construction. Risk-Sentiment as Diversifier and Source of Alpha

... profit-seeking active investor who pursues a strategic approach to currencies and also has the needed sophistication and infrastructure to participate in foreign exchange, is given the potential to exploit these ...

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Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?

Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?

... obtaining portfolio structure data and because assets under man- agement were very small and grew at very high monthly rates, benefiting from the mandatory monthly contributions from ...

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