Frank J. Fabozzi Boeken

Shows you the latest techniques for controlling portfolio risk to achieve investment objectives. You'll discover how to identify opportunities that enhance portfolio returns.

Focusing on the evolution of financial instruments, this revised fifth edition emphasizes risk management and regulatory reform in the wake of recent financial crises. It explores the extensive array of financing, investing, and risk control tools that have emerged over the past fifty years, addressing the lessons learned from past market failures. The text includes updated chapters and new content that reflects the latest developments in financial markets, making it a comprehensive resource for understanding contemporary financial products and strategies.

Explores developments, such as innovation, globalization and deregulation, occurring in the world's financial markets. This study focuses on the practices of financial institutions, investors and instruments. It includes coverage of strategies for risk control in volatile financial environments.

Handbook of Inflation Indexed Bonds provides complete coverage of inflation protection bonds beginning with their first U.S. issuance in 1997. Five, in-depth sections strategic asset allocation; mechanics, valuation, and risk monitoring; global environment; issuers; and investors.

"Advanced Bond Portfolio Management" by Frank Fabozzi and colleagues offers insights from over thirty bond market experts. It covers essential strategies for managing interest rate and credit risks, fixed-income modeling, and international portfolio management. This comprehensive guide is a must-read for professionals in the bond market.

"Fat-Tailed and Skewed Asset Return Distributions" challenges the assumption of normally distributed asset returns in finance. Authors Rachev, Menn, and Fabozzi provide a practical approach to portfolio selection, risk management, and option pricing, emphasizing non-normal distributions. The book covers probability distributions, stochastic processes, and risk measurement techniques.

"Collateralized Mortgage Obligations: Structure & Analysis" by Chuck Ramsey, Frank Ramirez, and Frank Fabozzi offers an in-depth exploration of CMOs, addressing their complexity and risks. The book covers prepayment behavior, CMO structures, and accounting, providing portfolio managers with essential insights and examples in this rapidly growing fixed-income sector.

The Handbook of Municipal Bonds, edited by Sylvan Feldstein and Frank Fabozzi, offers practical guidance for navigating the municipal bond industry. It features contributions from experts on portfolio management, credit analysis, and includes case studies on various bond issues. This resource is ideal for serious investors seeking to enhance their knowledge.

"Duration, Convexity and other Bond Risk Measures" by Frank Fabozzi provides an in-depth exploration of bond risk measures, including price volatility and methods for calculating duration and convexity. It's an essential resource for both novice traders and experienced money managers seeking to understand interest rate risk in portfolios.