$25.00
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
Description
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.
Related products
-
A Closer Look at Performance Persistence of Mutual Funds
$25.00 Add to cart -
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 Add to cart