This chapter provides a thorough overview of fixed income portfolio management, from yield curve estimation models to risk factors for fixed income securities and factor models for explaining yield curve shifts to performance analysis models and considerations for fixed income portfolios. Consistent with the entire book, for each topic ... click here for more details.

Multi-factor models are advantageous because they allow the reduction of the variance-covariance matrix needed to analyze large portfolios and they allow the identification of each factor`s contribution to the portfolio performance. This chapter provides a comprehensive and effective presentation of multi-factor models, and would be a valuable resource to ... click here for more details.

This chapter provides a thorough presentation of the Capital Asset Pricing Model (CAPM) and the significant performance measures that spawned from the development of the CAPM. The chapter is densely packed with valuable and well-presented information, and is well-suited for anyone looking for more than a simple introduction. ... click here for more details.