Detailed analysis of the major alternative bond market indexes indicates that the correlations
between all the series are high, while the correlations between corresponding sector …

Die nationalen und intemationalen Kapitalmarkte sind in den letzten zwei Jahr zehnten von
einer deutlich erhohten Zinsvolatilitiit betroffen. Ais Reaktion auf die damit verbundene …

Untitled Page 1 Page 2 Jens Daum Risikoadjustierte Performanceanalyse von Anleiheportfolios
Page 3 GABLER RESEARCH Page 4 Jens Daum Risikoadjustierte Performanceanalyse von …

Portfolio insurance is a technique that allows the investor to participate in the upside
potential of a risky portfolio (called the target asset), while reducing or eliminating the …

This section gives a brief overview and provides a context for our results. Detailed
background material, complete with definitions and equations, is given in subsequent …

Although the techniques for evaluating equity portfolio performance have been in existence
for almost 40 years, comparable techniques for examining bond portfolio performance were …

Performance attribution analysis partitions a port-folio's ex-post return into specific
components associated with particular decisions made during the management process, in …

It Is our experience, and our students* workplace experience, that these topics generally
encompass the current" state of the art" in bond portfolio management and should have …

Zusammenfassung ZÄR sind, wie andere Risiken auch, für die Geschäftspolitik von
Kreditinstituten von Bedeutung, wenn sie die Realisation von Zielen 1 beeinträchtigen. Vor …