Quantitative Global Bond Portfolio Management

Download or read book Quantitative Global Bond Portfolio Management written by Gueorgui S Konstantinov and published by World Scientific. This book was released on 2023-10-06 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Global Bond Portfolio Management offers a comprehensive discussion of quantitative modelling approaches to managing global bond and currency portfolios. Drawing on practitioner and academic research, as well as the extensive market experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios, including in-depth discussions of factor models and optimization techniques. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented in actual portfolios. As such, the book will be an indispensable resource to both new and seasoned investors looking to enhance their understanding of global bond markets and strategies.