80 results on '"Bruce Phelps"'
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2. Introduction
3. 9. Evaluating Performance of Long-Horizon Portfolios
4. 3. Cost of the No-Leverage Constraint in Duration Timing
5. Foreword
6. Part I: Empirical Studies of Portfolio Strategies and Benchmark Design
7. 1. Value of Security Selection vs. Asset Allocation in Credit Markets
8. Evaluating Investment Style
9. 2. Value of Skill in Macro Strategies for Global Fixed-Income Investing
10. 5. Replicating the Lehman Brothers Global Aggregate Index with Liquid Instruments
11. Acknowledgments
12. 8. CMBS Index Replication
13. 6. Tradable Proxy Portfolios for the Lehman Brothers MBS Index
14. Index Replication
15. 7. High Yield Index Replication
16. 11. Swap Indices
17. 4. Replicating the Lehman Brothers U.S. Aggregate Index with Liquid Instruments
18. 13. Issuer-Capped and Downgrade-Tolerant U.S. Corporate Indices
19. 12. Benchmarks for Asset-Swapped Portfolios
20. 14. Sufficient Diversification in Credit Portfolios
21. Managing Credit Portfolios
22. 15. Return Performance of Investment-Grade Bonds after Distress
23. Note on Authorship
24. Multifactor Risk Modeling and Performance Attribution
25. 31. Currency-Hedged Returns in Fixed-Income Indices
26. Half-Title Page, Title Page
27. 10. Liability-Based Benchmarks: An Example
28. 30. Computing Excess Return of Spread Securities
29. Benchmark Customization
30. Copyright, Dedication
31. Part II: Portfolio Management Tools
32. Portfolio and Index Analytics
33. 29. Portfolio Yields and Durations
34. Optimal Risk Budgeting with Skill
35. 25. Risk Budget Allocation to Issuer and Sector Views
36. 24. Effect of Security Selection Skill on Optimal Sector Allocation
37. 22. Total Return Management of Central Bank Reserves
38. 35. Hedging Debt with Equity
39. 27. The Hybrid Performance Attribution Model
40. 20. Evaluating Measures of MBS Duration
41. Managing Central Bank Reserves
42. 23. The Prospects of Negative Annual Total Returns in Short-Duration Treasury Benchmarks
43. Managing Mortgage Portfolios
44. 17. A Quick Look at Index Tails
45. 28. Insights on Duration and Convexity
46. 26. The Global Risk Model: A Portfolio Manager's Guide
47. 21. MBS Investing over Long Horizons
48. 19. Managing against the Lehman Brothers MBS Index: Prices and Returns
49. 33. Empirical Duration of Credit Securities
50. 34. Duration Times Spread: A New Measure of Spread Risk for Credit Securities
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