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Quantitative management of bond portfolios
Authors: --- ---
ISBN: 0691128316 9780691128313 069120277X 0691210616 Year: 2007 Publisher: Princeton (N.J.): Princeton university press,


Book
Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
Authors: --- ---
ISBN: 9781118117699 Year: 2012 Publisher: Hoboken, N.J. Wiley

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Quantitative Management of Bond Portfolios
Authors: --- --- --- ---
ISBN: 9780691210612 Year: 2020 Publisher: Princeton, NJ

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Quantitative Management of Bond Portfolios
Authors: --- --- --- ---
ISBN: 9780691210612 9780691128313 Year: 2020 Publisher: Princeton, N.J. Princeton University Press

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Economics


Book
Systematic investing in credit
Authors: --- --- --- ---
ISBN: 9781119751298 9781119751281 9781119751304 Year: 2021 Publisher: Hoboken, N.J. Wiley

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Book
Measuring ESG Effects in Systematic Investing.
Authors: --- --- --- --- --- et al.
ISBN: 1394214790 1394214804 9781394214792 9781394214808 Year: 2024 Publisher: Newark : John Wiley & Sons, Incorporated,

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This book, 'Measuring ESG Effects in Systematic Investing,' explores the integration of Environmental, Social, and Governance (ESG) criteria into investment portfolios. Authored by Arik Ben Dor, Albert Desclée, Lev Dynkin, Jingling Guan, Jay Hyman, and Simon Polbennikov, it provides a comprehensive analysis of how ESG factors impact portfolio attributes, valuation, and performance across credit, equity, and sovereign bond markets. The authors present methodologies for measuring ESG risk premiums and discuss the implications of ESG constraints on systematic investment strategies. The book is intended for finance professionals, investors, and advisors interested in sustainable investing and the effects of ESG policies on financial returns.

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