May 1, 2015 · However, our goal is to design active bond management in a fuzzy environment, in order to anticipate changes in interest rates. From a starting ...
Request PDF | On Aug 1, 2014, Jose M. Brotons and others published A new index for bond management in an uncertain environment | Find, read and cite all the ...
A new index for bond management in an uncertain environment. Jose M. Brotonsa ... The next section presents the construction of a new index of preference for ...
Títol: A new index for bond management in an uncertain environment ; Autors: Brotons, Jose M.; Terceno, Antonio; Gloria Barbera-Marine, M.; ; Investigadors/es ( ...
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Jun 17, 2024 · High interest rates continue to add a dose of uncertainty into the bond markets. Investors are responding by turning to active ETFs.
The Bloomberg U.S. Aggregate. Bond Index is a widely recognized, unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset- ...
A widely recognised, unmanaged index of US dollar-denominated, investment-grade, taxable fixed income securities.
The demand for index bonds by households is studied in an inter-temporal optimization model in which households can choose a portfolio consisting of equity, ...
Incorporating a sleeve of low-correlating assets can potentially improve portfolio diversification and risk management across multiple market environments.
Uncertainty is a nebulous concept, reflecting uncertainty in the minds of consumers, managers, and policymakers about future events (that may or may not happen) ...