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Quantitative Management of Bond Portfolios最新文献

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Total Return Management of Central Bank Reserves 央行外汇储备的全收益管理
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.34
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引用次数: 0
[Introduction] (介绍)
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.17
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引用次数: 0
The Prospects of Negative Annual Total Returns in Short-Duration Treasury Benchmarks 短期国债基准的负年度总回报前景
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.35
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引用次数: 0
Duration Times Spread: 时间跨度:
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.49
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引用次数: 5
The Hybrid Performance Attribution Model 混合绩效归因模型
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.41
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引用次数: 0
Return Performance of Investment-Grade Bonds after Distress 危机后投资级债券的回报表现
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.25
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引用次数: 0
[Introduction] (介绍)
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.23
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引用次数: 0
Computing Excess Return of Spread Securities 计算利差证券超额收益
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.45
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引用次数: 0
The Global Risk Model: 全球风险模型:
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.40
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引用次数: 0
Replicating the Lehman Brothers U.S. Aggregate Index with Liquid Instruments 用流动工具复制雷曼兄弟美国综合指数
Quantitative Management of Bond Portfolios Pub Date : 2020-05-26 DOI: 10.2307/j.ctvw04cxt.12
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引用次数: 0
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