Discusses how multiple discriminant analysis can be used to extract and utilize the information contained in the shapes of the yield curve to enhance the returns of investment portfolios.
Pacific Income Advisers
Measure Risk. Manage Return.
White Papers
High Yield
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Liability Driven Investments (LDI)
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Investment Grade Fixed Income
Construction and Diversification of a BBB portfolio that replicates the Index
Discusses how to best replicate the BBB component of the corporate bond index.
REITS
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