Bond Portfolio Investing and Risk Management (pdf)

Description

A top player in the upper echelon of PIMCO, Vineer Bhansali understands the nuances and complexities of managing risk in fixed-income investing better than anyone. In this highly practical guide, he puts his years of experience and the latest research to work in order to help you contend with such issues as:

• • Liquidity and stress risks

• • Asset allocation

• • Market anomalies

• • Cross-market relationships

• • Tail-risk measurement

• • Cyclical returns

• • Macroeconomic data

Bond Portfolio Investing and Risk Management details the tools used to offset risk, including their advantages and drawbacks, and explains when to use each one. Bhansali provides practical investment techniques to give you a firm handle on the value and risk of a fixed-income instrument.