Systematic Fixed Income: An Investor's Guide
Author: Richardson, Scott A.
ISBN: 9781119900139
RM179.78
Publisher,John Wiley
Publication Date,
Format, Hardcover
Weight,
No. of Pages, 320
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Shelf: Non-Fiction Books / Business Finance & Accounting / Investments
Shelf: Non-Fiction Books / Business Finance & Accounting / Investments
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Systematic Fixed Income: An Investor's Guide offers readers a powerful, practical, and robust framework for investors and asset managers to preserve the diversifying properties of a fixed income allocation, and add to that unique sources of excess returns via systematic security selection. In other words, this framework allows for efficient capture of fixed income beta and fixed income alpha.
