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  • Measuring ESG Effects in Systematic Investing

    Series series The Wiley Finance Series
    A unique perspective on the implications of incorporating ESG considerations in systematic investingIn Measuring ESG in Systematic Investing, a team of authors from Barclays’ top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) delivers an insightful and practical discussion of how to ... Read more

    $85.00 USD

  • Systematic Investing in Credit

    Series series Frank J. Fabozzi Series
    Praise for SYSTEMATIC INVESTING in CREDIT"Lev and QPS continue to shed light on the most important questions facing credit investors. This book focuses on their latest cutting-edge research into the appropriate role of credit as an asset class, the dynamics of credit benchmarks, and potential ways to benefit from equity information to construct effective credit portfolios. It is must-read material ... Read more

    $57.00 USD

  • Quantitative Credit Portfolio Management

    Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

    Series Book 202 - Frank J. Fabozzi Series
    An innovative approach to post-crash credit portfolio managementCredit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and ... Read more

    $69.00 USD