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IESE (España)
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Passive Management of Fixed Income Portfolios
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-503-EFinanceIn this technical note we give a general overview of passive management of fixed income portolios, that is, management designed to replicate the market average return rather than trying to beat it. In the first section we look at the main types of passive strategies. After that, we explain in detail how guaranteed funds are created and managed.Starting at €8.20
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Hedging Fixed Income Portfolios with Futures
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-499-EFinanceIn this note we shall see how a bond portfolio can be hedged using bond futures. We shall study the general principles of hedging, and then the specific steps involved in implementing a hedge. Lastly, we shall point out some hedging errors.Starting at €8.20
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Managing Credit Risk in Fixed Income Portfolios
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-501-EFinanceStarting at €8.20
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Debt Markets
Guasch J.; Martínez Abascal, Eduardo; Simon, JanTechnical Note FN-490-EFinanceThis technical note presents an idea of what the debt market is. It describes the public debt issued by the central governments of each country, the non-governmental bonds, the supranational organisms, the debt issued by government agencies, the debt issued by companies with credit rating, asset securitization and the debt issued by companies without credit rating. Finally, the credit qualifications, or "ratings",of the debt in the long term ar...Starting at €8.20
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Money Markets
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-489-EFinanceStarting at €8.20
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Active Management of Fixed Income Portfolios
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-498-EFinanceIn this technical note we give an overview of the active management of fixed income portfolios. First, we explain what we mean by active management. After that, we introduce and explain the strategies a portfolio manager can use to beat a benchmark. Lastly, we summarize the decision criteria for active fixed income portfolio management.Starting at €8.20
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Currency Risk Management
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-502-EFinanceStarting at €8.20
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Hedging Fixed Income Portfolios with Options
Guasch J.; Martínez Abascal, EduardoTechnical Note FN-500-EFinanceIn this note we shall see how to hedge a bond portfolio using options on bond futrues. We shall study the general principles of the hedge with options and then the specific steps to be taken to implement it into the euro-denominated bond market. We shall also discuss the advantages and disadvantages of using options as opposed to futures. Lastly, we shall see how to hedge a floating-rate portfolio with options.Starting at €8.20