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" Fixed-income management for the 21st century : "
Michael R. Asay [and others].
Document Type
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BL
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Record Number
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1020157
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Doc. No
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b774527
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Main Entry
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Fixed-Income Management for the 21st Century(2001 :, Cambridge, Mass.)
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Title & Author
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Fixed-income management for the 21st century : : proceedings of the AIMR seminar "Fixed-Income Management for the 21st Century," October 4-5, 2001, Cambridge, MA /\ Michael R. Asay [and others].
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Publication Statement
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Charlottesville, Va. :: Association for Investment Management and Research,, ©2002.
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Series Statement
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AIMR conference proceedings,; 2002, no. 1
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Page. NO
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vi, 122 pages :: illustrations ;; 28 cm.
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ISBN
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0935015736
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: 9780935015737
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Notes
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"March 2002"--Title page verso.
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On cover: Continuing education.
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Pages 116, 118-122 blank.
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Bibliographies/Indexes
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Includes bibliographical references.
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Contents
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Foreword / Katrina F. Sherrerd -- Biographies -- Overview: Fixed-income management for the 21st century / Kathryn Dixon Jost -- The changing role of fixed income in a modern portfolio / Laurence R. Smith -- Question and answer session / Laurence R. Smith -- Key trends in fixed-income investment management / Eugene Flood, Jr.-- Question and answer session / Eugene Flood, Jr.-- Issues and trends in fixed-income portfolio construction / Peter J. Knez -- Hybrid quantitative strategies / Yong Zhu -- Question and answer session / Yong Zhu -- Global fixed income: asset allocation / Michael R. Asay -- Question and answer session / Michael R. Asay -- Managing risk in a changing world / Asha B. Joshi -- Applying risk management tools to fixed-income portfolio management / Kevin Maloney -- Question and answer session / Asha B. Joshi, Kevin Maloney -- Alpha transfer in a hedge fund world / John M. Liew -- Alpha transfer in a hedge fund world: fact or fantasy / Andrew W. Lo -- Question and answer session / John M. Liew, Andrew W. Lo -- Credit analysis: a battle-scarred veteran's view / Martin S. Fridson -- Improving credit risk analysis / Christopher L. Gootkind -- Question and answer session / Martin S. Fridson, Christopher L. Gootkind -- The evolution of e-trading in fixed-income markets / Dwight D. Churchill -- Question and answer session / Dwight D. Churchill.
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Subject
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Fixed-income securities, Congresses.
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Subject
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Investment analysis, Congresses.
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Subject
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Portfolio management, Congresses.
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Subject
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Securities, Congresses.
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Subject
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Fixed-income securities.
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Subject
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Investment analysis.
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Subject
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Portfolio management.
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Subject
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Securities.
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LC Classification
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HG4650.F59 2001
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Added Entry
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Asay, Michael R.
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Added Entry
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Association for Investment Management and Research.
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