fixed income performance attribution

Ngày tải lên: 16/04/2013, 07:52

... Fixed income and derivatives

Ngày tải lên: 13/12/2013, 05:15

... available for fixed income, equity, equity-linked and syndicated loans. Alternatively, press the green <Help> key on your BLOOMBERG PROFESSIONAL(R) for further instructions. Global Fixed Income ... Global Fixed Income Review Global Bond Quarterly Volume US Corporate Bond Quarterly Volume EMEA Corporate Bond Quarterly Volume APAC Corporate Bond Quarterly Volume Global...

Ngày tải lên: 15/02/2014, 13:20

... tomohiro.miyasaka@credit-suisse.com 18 April 2013 Fixed Income Research http://www.credit-suisse.com/researchandanalytics 18 April 2013 Japan Economics /Fixed Income Weekly 2 Focus: Customs-cleared ... deteriorated persistently, its capacity to recycle savings abroad should have shrunk further. Fixed income market update ·························· 4 Since the BOJ anno...

Ngày tải lên: 21/02/2014, 01:20

... from the front lines Fixed- Income Index Trends and Portfolio Uses Bonds: Why Bother? Robert Arnott Fixed Income Rises from the Ashes Kenneth Volpert The State of Fixed- Income Indexing Brian ... 3-, 5- And 10-Year Fixed- Income Annualized Index Returns As Of December 31, 2008 Index 1 Yr 3 Yr 5 Yr 10 Yr 1 Yr 3 Yr 5 Yr 10 Yr Fixed- Income Total Returns (USD Hedged) Fixed...

Ngày tải lên: 06/03/2014, 08:20

... compare the performance of the random walk, Diebold-Li (DL), Affine model and Diebold-Li with variable λ. 18 141 141 ISSN 1518-3548 Forecasting Bonds Yields in the Brazilian Fixed Income Market Jose ... 291-298. [11] Litterman R. and J.A. Scheinkman (1991). Common Factors Affecting Bond Returns. Journal of Fixed Income, 1, 54-61. [12] Lima, E. A., Luduvice, F., and Tabak, B.M. (2006). F...

Ngày tải lên: 29/03/2014, 06:21

... Reading 283 8.4.1 On Active Fixed- Income Strategies 283 8.4.2 On Active Asset Allocation Decisions 284 8.4.3 Others 286 8.5 Problems 286 9 Performance Measurement on Fixed- Income Portfolios 293 9.1 ... Risk-Adjusted Performance Evaluation 295 9.2.1 Absolute Risk-Adjusted Performance Evaluation 296 9.2.2 Relative Risk-Adjusted Performance Evaluation 299 9.3 Application of Style...

Ngày tải lên: 29/03/2014, 13:20

... Foreword. FIXED- INCOME SECURITIES AND DERIVATIVES HANDBOOK This page is intentionally blank

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