Bond Portfolio Investing & Risk Management
Bond Portfolio Investing and Risk Management simplifies the concepts you need to understand--without making them simplistic. It offers the newest research-based frameworks for approaching the risks with the greatest likelihood to pay off and walking away from those that won't. While state of the art in its content, the book emphasizes a commonsense approach that has weathered the test of time and market volatility.
From one of the most knowledgeable people in the business, Bond Portfolio Investing and Risk Management may be the most thorough, up-to-date book you will find for constructing highly effective toolkits faster and better than ever before.
Basing his conclusions on his own expertise and the latest academic and practitioner research, Bhansali provides valuable insight into topics you would be hard-pressed to find elsewhere, such as:Option-based building blocks to valuationMeasuring liquidity and stress risksAsset selection and risk factorsBuilding state-of-the-art macro modelsInefficiencies in the marketsCross-market relationshipsForecasting returns and risksMeasuring and managing tail risk