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The Whartons Financial Institutions Center of the Wharton School at the University of Pennsylvania presents the full text of the October 2000 article entitled "
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Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management cou
Advanced Bond Portfolio Management
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In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond m
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Handbook of Asset and Liability Management
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This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tacti