Quantitative Management of Bond Portfolios (a review)

Abstract

Offering clear, empirically based solutions to many of the practical challenges of running a bond portfolio (particularly, portfolio structuring), this hefty book is incomparable in depth and breadth as an all-encompassing tool kit for fixed-income managers.

Notes

¹ See Richard Grinold and Ronald Kahn, Active Portfolio Management: A Quantitative Approach to Producing Superior Returns and Controlling Risk, 2nd ed. (New York: McGraw-Hill, 1999).