Bond Portfolio Management

By Frank J. Fabozzi

Book Overview

In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

• Format: Hardcover
• Language: English
• ISBN: 1883249368
• ISBN13: 9781883249366
• Release Date: December 2001
• Publisher: Wiley
• Length: 728 Pages
• Weight: 2.44 lbs.
• Dimensions: 1.7" x 6.4" x 9.3"

Customer Reviews

Want to read just one bond book? Make it this one

This is my favorite book on bonds. It is basic, but does not dodge technicalities; all necessary fundamentals are explained very clearly including why total return is more relevant than yield; real-world issues and market practices are addressed critically. A few peccadilloes take away the fifth star: the book is very US-focused, so European or Asian readers may want to look for a second source; it contains some typos; it gets overcommercial at times, as in "there is a formula for this, look it up in this other Fabozzi book"; and performance evaluation could be more detailed than "ring one of these software vendors". But great book anyway.