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EDHEC professor Lionel Martellini and fixed-income experts Frank J Fabozzi and Philippe Priaulet have co-edited a new bond portfolio management publication.

'Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies' published by Wiley Finance, explains the state-of-the-art techniques used in the analysis of bonds and bond portfolio management, through contributions from over thirty bond market experts. Sections include: Benchmark selection and risk budgeting, Fixed income modeling, Interest rate risk management, Credit analysis and management, and International bond investing.

Background notes: Lionel Martellini, PhD, is a Professor of Finance at EDHEC Graduate School of Business and the Scientific Director of the EDHEC Risk and Asset Management Research Centre. Prior to joining EDHEC, he taught at the University of Southern California at Los Angeles as well as at the University of California at Berkeley, where he obtained a PhD in Finance. Martellini is a member of the editorial board of The Journal of Portfolio Management and The Journal of Alternative Investments. His expertise is in derivatives valuation and optimal portfolio strategies, and his research has been published in leading academic and practitioner journals. Martellini has also co-authored several other books in the area of fixed-income securities and alternative investment strategies.


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