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Fixed Income Portfolio Management

An overview of a wide variety of different portfolio management techniques for active, passive, and liability matching investment strategies. The various objectives of fixed income portfolios and the techniques which can be used to achieve an investor's objectives.

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32 Lessons (128m)

Show lesson playlist
  • 1. Fixed Income Portfolio Management Techniques

    02:53
  • 2. Bond Fixed Income Portfolio Risks

    02:34
  • 3. Interest Rate Risk

    03:18
  • 4. Interest Rate Risk Workout

    06:10
  • 5. Duration

    05:21
  • 6. Duration Workout

    03:59
  • 7. Modified Duration

    03:20
  • 8. Modified Duration Workout

    02:32
  • 9. Convexity

    01:27
  • 10. Convexity Adjustment Calculation

    05:15
  • 11. Convexity Workout

    07:46
  • 12. DV01

    04:03
  • 13. DV01 Workout

    01:34
  • 14. Approaches to Liability Matching

    02:14
  • 15. Cash Flow Matching

    04:27
  • 16. Classic Immunization

    06:48
  • 17. Classic Immunization Workout

    08:19
  • 18. Problems with Immunization

    02:52
  • 19. Extensions to Immunization

    03:51
  • 20. Active Bond Portfolio Management

    03:52
  • 21. Yield Curve

    02:14
  • 22. Components of Return

    02:35
  • 23. Components of Return Workout

    06:14
  • 24. Rolling Down the Yield Curve

    03:00
  • 25. Yield Curve Shift

    01:33
  • 26. Duration Management

    02:55
  • 27. Yield Curve Twists

    03:37
  • 28. Bullets and Barbells

    02:32
  • 29. Bullets and Barbells Workout

    13:39
  • 30. Using Derivatives to Manage Interest Rate Risk

    03:09
  • 31. Using Derivatives to Manage Interest Rate Risk Workout

    02:55
  • 32. Fixed Income Portfolio Management Tryout


Prev: Equity Investment Vehicles Next: Money Market Funds

Fixed Income Portfolio Management Techniques

  • Notes
  • Questions
  • 02:53

How fixed income portfolios can be constructed in order to achieve differing client objectives.

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Glossary

Asset Management Bonds Fixed Income investment management liability driven investing portfolio management
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