
Systematic Fixed Income
Description
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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.
Celebrated finance professional Dr. Scott Richardson presents concrete strategies for identifying the relevant sources of risk and return in public fixed income markets and explains the tactical and strategic roles played by fixed income in typical portfolios. In the book, readers will explore:
* The implementation challenges associated with a systematic fixed income portfolio, including liquidity and risk
* The systematic return sources for rate and credit sensitive fixed income assets in both developed and emerging markets
An essential read for asset managers and institutional investors with a professional interest in fixed income markets, Systematic Fixed Income: An Investor's Guide deserves a place in the libraries of advanced degree students of finance, business, and investment, as well as other investment professionals seeking to refine their understanding of the full potential of this foundational asset class.
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Content
Chapter 2: Fixed Income - Strategic Asset Allocation
Chapter 3: Fixed Income - Tactial Asset Allocation
Chapter 4: Incumbent Active Fixed Income Managers
Chapter 5: Security Selection - Rate Sensitive Assets
Chapter 6: Security Selection - Credit Sensitive Assets
Chapter 7: Security Selection - Emerging Markets (Hard Currency)
Chapter 8: Portfolio Construction Considerations
Chapter 9: Liquidity and Trading Considerations
Chapter 10: Sustainability
Chapter 11: Putting it All Together
System requirements
File format: PDF
Copy-Protection: Adobe-DRM (Digital Rights Management)
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