عنوان

Fixed-income management for the 21st century :

0935015736

9780935015737

b774527

Fixed-income management for the 21st century :

[Book]

proceedings of the AIMR seminar "Fixed-Income Management for the 21st Century," October 4-5, 2001, Cambridge, MA /

Michael R. Asay [and others].

Charlottesville, Va. :

Association for Investment Management and Research,

©2002.

vi, 122 pages :

illustrations ;

28 cm.

AIMR conference proceedings,

2002, no. 1

1535-0207 ;

"March 2002"--Title page verso.

On cover: Continuing education.

Pages 116, 118-122 blank.

Includes bibliographical references.

Foreword / Katrina F. Sherrerd -- Biographies -- Overview: Fixed-income management for the 21st century / Kathryn Dixon Jost -- The changing role of fixed income in a modern portfolio / Laurence R. Smith -- Question and answer session / Laurence R. Smith -- Key trends in fixed-income investment management / Eugene Flood, Jr.-- Question and answer session / Eugene Flood, Jr.-- Issues and trends in fixed-income portfolio construction / Peter J. Knez -- Hybrid quantitative strategies / Yong Zhu -- Question and answer session / Yong Zhu -- Global fixed income: asset allocation / Michael R. Asay -- Question and answer session / Michael R. Asay -- Managing risk in a changing world / Asha B. Joshi -- Applying risk management tools to fixed-income portfolio management / Kevin Maloney -- Question and answer session / Asha B. Joshi, Kevin Maloney -- Alpha transfer in a hedge fund world / John M. Liew -- Alpha transfer in a hedge fund world: fact or fantasy / Andrew W. Lo -- Question and answer session / John M. Liew, Andrew W. Lo -- Credit analysis: a battle-scarred veteran's view / Martin S. Fridson -- Improving credit risk analysis / Christopher L. Gootkind -- Question and answer session / Martin S. Fridson, Christopher L. Gootkind -- The evolution of e-trading in fixed-income markets / Dwight D. Churchill -- Question and answer session / Dwight D. Churchill.

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Fixed-income securities, Congresses.

Investment analysis, Congresses.

Portfolio management, Congresses.

Securities, Congresses.

Fixed-income securities.

Investment analysis.

Portfolio management.

Securities.

Asay, Michael R.

Fixed-Income Management for the 21st Century(2001 :, Cambridge, Mass.)

Association for Investment Management and Research.

20201203065056.0

[Book]

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