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
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.
