Professional Perspectives On Fixed Income Portfolio Management

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Professional Perspectives on Fixed Income Portfolio Management, Volume 1

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249779
Total Pages : 280 pages
Book Rating : 4.2/5 (497 download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 1 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 1 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Professional Perspectives on Fixed Income Portfolio Management, Volume 4

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0471486159
Total Pages : 466 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 4 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 4 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2003-09-10 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management–fixed income analysis and strategies, credit risk and credit derivatives, and structured products–this volume contains hard-won practical knowledge and theory that will allow you to navigate today’s market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: Risk/return trade-offs on fixed income asset classes Consistency of carry strategies in Europe The Euro benchmark yield curve Quantitative approaches versus fundamental analysis for valuing corporate credit The implication of Merton models for corporate bond investors The valuation of credit default swaps Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

Professional Perspectives on Fixed Income Portfolio Management, Volume 3

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 3 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 3 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professional Perspectives on Fixed Income Portfolio Management, Volume 3 is a valuable practitioner-oriented text that addresses current developments as well as key strategies and central theories in this field. Composed of sixteen articles written by experienced fixed income professionals, this volume contains hard-won practical knowledge and theory that will allow you to navigate today's market with poise and confidence. This comprehensive volume offers in-depth analysis of a wide range of fixed income portfolio management issues, including: The art of decision making in fixed income portfolio management A disciplined approach to emerging markets debt investing Default and recovery rates in emerging markets Butterfly spread trading Loan versus pool level prepayment models A case study demonstrating the value of credit-driven analysis in the mezzanine CMBS market An introduction to credit derivatives for portfolio managers redit default swaps . . . and much more. For the financial professional who needs to understand the nuances of the latest fixed income products and techniques for fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 3 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance over the long term with Professional Perspectives on Fixed Income Portfolio Management, Volume 3.

Professional Perspectives on Fixed Income Portfolio Management, Volume 4

Author : Frank J. Fabozzi
Publisher : Wiley
ISBN 13 : 9780471268055
Total Pages : 0 pages
Book Rating : 4.2/5 (68 download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 4 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 4 written by Frank J. Fabozzi and published by Wiley. This book was released on 2003-09-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management–fixed income analysis and strategies, credit risk and credit derivatives, and structured products–this volume contains hard-won practical knowledge and theory that will allow you to navigate today’s market with poise and confidence. Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including: Risk/return trade-offs on fixed income asset classes Consistency of carry strategies in Europe The Euro benchmark yield curve Quantitative approaches versus fundamental analysis for valuing corporate credit The implication of Merton models for corporate bond investors The valuation of credit default swaps Framework for secondary market collateralized debt obligation valuation For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

Professional Perspectives on Fixed Income Portfolio Management, Volume 1

Author : Frank J. Fabozzi
Publisher : Wiley
ISBN 13 : 9781883249779
Total Pages : 0 pages
Book Rating : 4.2/5 (497 download)

DOWNLOAD NOW!

Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 1 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 1 written by Frank J. Fabozzi and published by Wiley. This book was released on 2000-06-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT.

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT. by :

Download or read book PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT. written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Professional Perspectives on Fixed Income Portfolio Management, Volume 2

Author : Frank J. Fabozzi
Publisher : Wiley
ISBN 13 : 9781883249854
Total Pages : 0 pages
Book Rating : 4.2/5 (498 download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 2 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 2 written by Frank J. Fabozzi and published by Wiley. This book was released on 2001-03-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Frank Fabozzi leads an international team of fixed income experts in analyzing subjects varying from active portfolio management against an index to credit analysis and debt covenants in emerging markets. This second volume is a captivating and systematic investment tool that presents practical techniques developed by today's best and brightest fixed-income practitioners.

Fixed Income Analysis

Author : Barbara S. Petitt
Publisher : John Wiley & Sons
ISBN 13 : 1118999495
Total Pages : 752 pages
Book Rating : 4.1/5 (189 download)

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Book Synopsis Fixed Income Analysis by : Barbara S. Petitt

Download or read book Fixed Income Analysis written by Barbara S. Petitt and published by John Wiley & Sons. This book was released on 2015-02-02 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essential guide to fixed income portfolio management, from the experts at CFA Fixed Income Analysis is a new edition of Frank Fabozzi's Fixed Income Analysis, Second Edition that provides authoritative and up-to-date coverage of how investment professionals analyze and manage fixed income portfolios. With detailed information from CFA Institute, this guide contains comprehensive, example-driven presentations of all essential topics in the field to provide value for self-study, general reference, and classroom use. Readers are first introduced to the fundamental concepts of fixed income before continuing on to analysis of risk, asset-backed securities, term structure analysis, and a general framework for valuation that assumes no prior relevant background. The final section of the book consists of three readings that build the knowledge and skills needed to effectively manage fixed income portfolios, giving readers a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Part of the CFA Institute Investment series, this book provides a thorough exploration of fixed income analysis, clearly presented by experts in the field. Readers gain critical knowledge of underlying concepts, and gain the skills they need to translate theory into practice. Understand fixed income securities, markets, and valuation Master risk analysis and general valuation of fixed income securities Learn how fixed income securities are backed by pools of assets Explore the relationships between bond yields of different maturities Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed income markets will appreciate this access to the best in professional quality information. For a deeper understanding of fixed income portfolio management practices, Fixed Income Analysis is a complete, essential resource.

Fixed Income Analysis Workbook

Author : Jerald E. Pinto
Publisher : John Wiley & Sons
ISBN 13 : 1119029732
Total Pages : 186 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Fixed Income Analysis Workbook by : Jerald E. Pinto

Download or read book Fixed Income Analysis Workbook written by Jerald E. Pinto and published by John Wiley & Sons. This book was released on 2015-01-30 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income Analysis text, this helpful workbook offers learning objectives, chapter summaries, and practice problems that reinforce the practitioner-oriented material to give readers the confidence they need before applying these concepts to real cases. Readers will test their understanding of the metrics, methods, and mechanics associated with fixed income portfolios, and make use of the tools and techniques described in the text. Work topic-specific practice problems to facilitate intuitive understanding Review each topic quickly using clear chapter summaries Understand each chapter's objective to avoid missing key information Practice important methods and techniques before applying them in the real world For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.

Strategic Fixed Income Investing

Author : Sean P. Simko
Publisher : John Wiley & Sons
ISBN 13 : 1118422937
Total Pages : 212 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Strategic Fixed Income Investing by : Sean P. Simko

Download or read book Strategic Fixed Income Investing written by Sean P. Simko and published by John Wiley & Sons. This book was released on 2012-12-26 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build a fixed income portfolio that will weather volatility and instability Designing a fixed income portfolio is an essential skill of any investment manager or advisor. This book outlines the critical components to successfully navigate through stable and turbulent markets, using real-life lessons from a seasoned institutional asset manager. The first section includes commentary on the changing fixed income market and overall economy, while the second section outlines the processes to navigate these ever-evolving markets including portfolio construction, the Federal Reserve, credit analysis and trade execution. Ladder Methodology is highlighted and the book discusses its pros and cons, gives examples of both well-constructed and poorly executed laddered bond portfolios and offers alternatives to traditional asset classes. Benefit from lessons learned, providing real life examples of market scenarios and trades Prepare fixed income portfolios that can weather any storm Written by Sean P. Simko, an expert on fixed income investing, who shares his investing experiences from the past 16 years Outlines the key principles of the Ladder strategy From strategy to execution, Strategic Fixed Income Investing offers the road map to help investment managers prepare portfolios that will insulate investments against adverse market conditions.

Fixed Income Analysis

Author : Barbara S. Petitt
Publisher : John Wiley & Sons
ISBN 13 : 1119646863
Total Pages : 943 pages
Book Rating : 4.1/5 (196 download)

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Book Synopsis Fixed Income Analysis by : Barbara S. Petitt

Download or read book Fixed Income Analysis written by Barbara S. Petitt and published by John Wiley & Sons. This book was released on 2019-10-17 with total page 943 pages. Available in PDF, EPUB and Kindle. Book excerpt: CFA Institute's essential guide to fixed-income portfolio management, revised and updated Now in its fourth edition, Fixed Income Analysis offers authoritative and up-to-date coverage of how successful investment professionals analyze and manage fixed-income portfolios. With contributions from a team of financial experts, the text is filled with detailed information from CFA Institute and contains a comprehensive review of the essential topics in the field. Fixed Income Analysis introduces the fundamental concepts of fixed-income securities and markets and provides in-depth coverage of fixed-income security valuation and portfolio management. The book contains a general framework for valuation that is designed to be accessible to both professionals and those new to the field. The fourth edition provides updated coverage of fixed-income portfolio management including detailed coverage of liability-driven and index-based strategies, the major types of yield curve strategies, and approaches to implementing active credit strategies. The authors include examples that help build the knowledge and skills needed to effectively manage fixed-income portfolios. Fixed Income Analysis gives a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed-income markets will appreciate this accessible guide to fixed-income analysis.

Managing Fixed Income Portfolios

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249274
Total Pages : 572 pages
Book Rating : 4.2/5 (492 download)

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Book Synopsis Managing Fixed Income Portfolios by : Frank J. Fabozzi

Download or read book Managing Fixed Income Portfolios written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1997-06-15 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: A contributed handbook on the complexities of portfolio management that includes the most up-to-date findings from leading practitioners in the fixed income securities market.

Systematic Fixed Income

Author : Scott A. Richardson
Publisher : John Wiley & Sons
ISBN 13 : 1119900190
Total Pages : 310 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Systematic Fixed Income by : Scott A. Richardson

Download or read book Systematic Fixed Income written by Scott A. Richardson and published by John Wiley & Sons. This book was released on 2022-05-17 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understand the role and potential of fixed income as an asset class Systematic Fixed Income: An Investor’s Guide offers readers a powerful, practical, and robust framework for investors and asset managers to preserve the diversifying properties of a fixed income allocation, and add to that unique sources of excess returns via systematic security selection. In other words, this framework allows for efficient capture of fixed income beta and fixed income alpha. Celebrated finance professional Dr. Scott Richardson presents concrete strategies for identifying the relevant sources of risk and return in public fixed income markets and explains the tactical and strategic roles played by fixed income in typical portfolios. In the book, readers will explore: The implementation challenges associated with a systematic fixed income portfolio, including liquidity and risk The systematic return sources for rate and credit sensitive fixed income assets in both developed and emerging markets An essential read for asset managers and institutional investors with a professional interest in fixed income markets, Systematic Fixed Income: An Investor’s Guide deserves a place in the libraries of advanced degree students of finance, business, and investment, as well as other investment professionals seeking to refine their understanding of the full potential of this foundational asset class.

Quantitative Management of Bond Portfolios

Author : Lev Dynkin
Publisher : Princeton University Press
ISBN 13 : 0691210616
Total Pages : 1000 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Quantitative Management of Bond Portfolios by : Lev Dynkin

Download or read book Quantitative Management of Bond Portfolios written by Lev Dynkin and published by Princeton University Press. This book was released on 2020-05-26 with total page 1000 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.

Bond Portfolio Management

Author : Frank J. Fabozzi
Publisher : Irwin Professional Pub
ISBN 13 : 9781883249083
Total Pages : 523 pages
Book Rating : 4.2/5 (49 download)

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Book Synopsis Bond Portfolio Management by : Frank J. Fabozzi

Download or read book Bond Portfolio Management written by Frank J. Fabozzi and published by Irwin Professional Pub. This book was released on 1996 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: The bond market is the largest single investment market in the world. Virtually every financial institution-from pension funds to insurance companies to banks-manages a sizable bond portfolio. In Bond Portfolio Management, leading fixed income authority Frank Fabozzi explains the latest strategies for maximizing bond portfolio returns. Fabozzi discusses different types of bonds, valuation principles, & a wide range of strategies. An excellent companion to Fabozzi's very successful The Handbook of Fixed Income Securities, Bond Portfolio Management will be a must-read for all fixed income professionals. Specific topics include: the investment objectives of institutional investors; total return framework for assessing portfolio strategies; active & structured portfolio strategies; assessing investment performance.

Fixed Income Analysis Workbook

Author : CFA Institute
Publisher : John Wiley & Sons
ISBN 13 : 1119852994
Total Pages : 258 pages
Book Rating : 4.1/5 (198 download)

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Book Synopsis Fixed Income Analysis Workbook by : CFA Institute

Download or read book Fixed Income Analysis Workbook written by CFA Institute and published by John Wiley & Sons. This book was released on 2022-09-27 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evaluate your understanding of fixed-income portfolio management with exercises for today’s investment practitioner Fixed Income Analysis, 5th Edition offers the key component of effective learning—practice. Designed for both students and professionals, this companion workbook aligns with the latest Fixed Income Analysis text chapter-by-chapter. To improve your comprehension of core concepts, this book includes brief chapter summaries before diving into challenging practice questions and their solutions, while also laying out learning objectives so you can understand the “why” of each exercise. Fixed Income Analysis Workbook, 5th Edition will help you: Synthesize essential material from the main Fixed Income Analysis text using real-world applications. Understand the key fundamentals of fixed income securities and portfolio management. Work toward specific chapter objectives to internalize important information. CFA Institute is the world’s premier association for investment professionals, and the governing body for the CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Those seeking a deeper understanding of fixed income portfolio management tactics will value the level of expertise CFA Institute brings to the discussion as well as the extra practice delivered in the fifth edition Fixed Income Analysis Workbook based on real scenarios investors face every day.

Fixed Income Analysis

Author : CFA Institute
Publisher : John Wiley & Sons
ISBN 13 : 1119850568
Total Pages : 915 pages
Book Rating : 4.1/5 (198 download)

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Book Synopsis Fixed Income Analysis by : CFA Institute

Download or read book Fixed Income Analysis written by CFA Institute and published by John Wiley & Sons. This book was released on 2022-09-14 with total page 915 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essential guide to fixed-income portfolio management, from experts working with CFA Institute Fixed Income Analysis, 5th Edition delivers an authoritative overview of how successful investment professionals manage fixed-income portfolios. Back with expanded content on the defining elements of fixed income securities, corporate debt, repurchase agreements, term structure models, and more, the 5th edition gives students and practitioners alike the tools to understand and apply effective fixed income portfolio management tactics. Revised and updated by a team of investment experts in collaboration with CFA Institute, this text introduces the fundamental topics of fixed income securities and markets while also providing in-depth coverage of fixed income security valuation. This new edition offers refreshed and expanded content on the analysis and construction of active yield curve and credit strategies for portfolio managers. Thanks to a wealth of real-world examples, Fixed Income Analysis remains an excellent resource for professionals looking to expand upon their current understanding of this important facet of portfolio management, as well as for students in the undergraduate or graduate classroom. Through this text, readers will: Understand the main features and characteristics of fixed income instruments Master the key return and risk measures of fixed income instruments Develop and evaluate key fixed income investment strategies based on top-down and bottom-up analysis The companion workbook (sold separately) includes problems and solutions aligning with the text and allows learners to test their comprehension of key concepts. CFA Institute is the world’s premier association for investment professionals, and the governing body for the CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and any reader with an interest in fixed income markets will value this accessible and informative guide.