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Systematic Fixed Income

An Investor's Guide

Scott A. Richardson

$82.95

Hardback

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English
John Wiley & Sons Inc
26 April 2022
Series: Wiley Finance
Understand the role and potential of fixed income as an asset class

Systematic Fixed Income: An Investor’s Guide offers readers a powerful, practical, and robust framework for investors and asset managers to preserve the diversifying properties of a fixed income allocation, and add to that unique sources of excess returns via systematic security selection. In other words, this framework allows for efficient capture of fixed income beta and fixed income alpha.

Celebrated finance professional Dr. Scott Richardson presents concrete strategies for identifying the relevant sources of risk and return in public fixed income markets and explains the tactical and strategic roles played by fixed income in typical portfolios. In the book, readers will explore:

The implementation challenges associated with a systematic fixed income portfolio, including liquidity and risk The systematic return sources for rate and credit sensitive fixed income assets in both developed and emerging markets

An essential read for asset managers and institutional investors with a professional interest in fixed income markets, Systematic Fixed Income: An Investor’s Guide deserves a place in the libraries of advanced degree students of finance, business, and investment, as well as other investment professionals seeking to refine their understanding of the full potential of this foundational asset class.

By:  
Imprint:   John Wiley & Sons Inc
Country of Publication:   United States
Dimensions:   Height: 231mm,  Width: 160mm,  Spine: 31mm
Weight:   499g
ISBN:   9781119900139
ISBN 10:   1119900131
Series:   Wiley Finance
Pages:   304
Publication Date:  
Audience:   General/trade ,  ELT Advanced
Format:   Hardback
Publisher's Status:   Active

SCOTT A. RICHARDSON, PhD, is a Director at Acadian Asset Management, leading the systematic credit business. He is a professor at London Business School and has held senior positions at AQR Capital Management and BlackRock (Barclays Global Investors). He is an editor of the Review of Accounting Studies. Dr. Richardson earned his Ph.D. in Business Administration from the University of Michigan.

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