Managing Fixed Income Portfolios

Preface.
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<br /> SECTION I: INTEREST RATE RISK MEASURES.
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<br /> 1. Fixed Income Risk (R. Kahn).
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<br /> 2. Measuring and Managing Interest–Rate Risk (S. Richard and B. Gord).
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<br /> 3. Value Measures for Managing Interest–Rate Risk (M. Kreisler and R. Worley).
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<br /> 4. Dissecting Yield Curve Risk (W. Phoa).
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<br /> 5. Bond Convexity: Hidden Risk, Hidden Value (K. Grant).
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<br /> 6. Measuring Plausibility of Hypothetical Interest Rate Shocks (B. Golub and L. Tilman).
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<br /> 7. Valuation and Interest Rate Risk Management Using the Arbitrage–Free Bond Canonical Decomposition Methodology (T. Ho and M. Chen).
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<br /> SECTION II: GENERATING EXPECTATIONAL INPUTS.
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<br /> 8. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin).
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<br /> 9. Forecasting Interest Rates (W. Woolford).
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<br /> 10. A Predictive Modeling Framework for Anticipating Long–Term Interest Rates (G. Boal and E. Plowden).
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<br /> SECTION III: PORTFOLIO STRATEGIES: ACTIVE AND STRUCTURED.
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<br /> 11. Active Bond Portfolio Management: An Expected Return Approach (F. Trainer, Jr.).
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<br /> 12. Managing Indexed and Enhanced Indexed Bond Portfolios (K. Volpert).
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<br /> 13. Managing a Fixed Income Portfolio Versus a Liability Objective (R. Ryan).
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<br /> 14. Managing Market Risk at Long–Term Investment Funds (L. Gibson, III).
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<br /> 15. Managing Synthetic GIC Portfolios (K. Tourville and J. Caswell).
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<br /> 16. A User′s Guide to Buy–Side Bond Trading (R. Gerber).
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<br /> 17. Fixed Income Arbitrage Strategies (J. Berens and R. Friend).
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<br /> 18. The Persistence of Fixed Income Style Performance: Evidence from Mutual Fund Data (R. Kahn and A. Rudd).
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<br /> 19. Consideration of Risk–Based Capital in Daily Portfolio Decisions for Life Insurers (J. Saf).
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<br /> SECTION IV: MANAGEMENT BY PRODUCT.
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<br /> 20. Management of a High–Yield Bond Portfolio (J. Madden and J. Balestrino).
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<br /> 21. Managing Municipal Bond Portfolios (J. Slater).
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<br /> 22. Using Busted Convertibles to Enhance Performance (W. Leach).
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<br /> 23. A Practical Guide to Relative Value for Mortgages (W. Phoa).
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<br /> 24. Commercial Mortgage–Backed Securities: Real Estate Exposure with Managed Risk (J. DeMichele and W. Adams).
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<br /> 25. Corporate Loan Portfolio Management (E. Asarnow and M. McAdams).
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<br /> SECTION V: INTERNATIONAL FIXED INCOME INVESTING.
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<br /> 26. International Bond Portfolio Management (C. Steward and J. Lynch).
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<br /> 27. International Fixed Income Investment: Philosophy and Process (A. Faillace and L. Thomas).
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<br /> SECTION VI: PERFORMANCE EVALUATION.
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<br /> 28. Fixed Income Attribution Analysis (F. Jones and L. Peltzman).
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<br /> 29. Measuring Performance of the Insurance Company Portfolio (G. Hahn and J. Saf).
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<br /> Index.