Fixed Income Portfolio Management: Risk Modeling, Portfolio Construction and Performance Attribution

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This paper proposes a methodology for building a risk model for fixed income portfolio management that would serve the purposes of risk attribution, portfolio construction, and performance attribution.

Author: Srichander Ramaswamy

This paper proposes a methodology for building a risk model for fixed income portfolio management that would serve the purposes of risk attribution, portfolio construction, and performance attribution.

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The Journal of Performance Measurement

The Performance Measurement Resource.

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