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. Show lesson playlist 02:53 Fixed Income Portfolio Management Techniques #1 of 32 02:34 Bond Fixed Income Portfolio Risks #2 of 32 03:18 Interest Rate Risk #3 of 32 06:10 Interest Rate Risk Workout #4 of 32 05:21 Duration #5 of 32 03:59 Duration Workout #6 of 32 03:20 Modified Duration #7 of 32 02:32 Modified Duration Workout #8 of 32 01:27 Convexity #9 of 32 05:15 Convexity Adjustment Calculation #10 of 32 07:46 Convexity Workout #11 of 32 04:03 DV01 #12 of 32 01:34 DV01 Workout #13 of 32 02:14 Approaches to Liability Matching #14 of 32 04:27 Cash Flow Matching #15 of 32 06:48 Classic Immunization #16 of 32 08:19 Classic Immunization Workout #17 of 32 02:52 Problems with Immunization #18 of 32 03:51 Extensions to Immunization #19 of 32 03:52 Active Bond Portfolio Management #20 of 32 02:14 Yield Curve #21 of 32 02:35 Components of Return #22 of 32 06:14 Components of Return Workout #23 of 32 03:00 Rolling Down the Yield Curve #24 of 32 01:33 Yield Curve Shift #25 of 32 02:55 Duration Management #26 of 32 03:37 Yield Curve Twists #27 of 32 02:32 Bullets and Barbells #28 of 32 13:39 Bullets and Barbells Workout #29 of 32 03:09 Using Derivatives to Manage Interest Rate Risk #30 of 32 02:55 Using Derivatives to Manage Interest Rate Risk Workout #31 of 32 Fixed Income Portfolio Management Tryout #32 of 32 Rolling Down the Yield Curve 03:00 Asset Management, Bonds, Fixed Income, investment management, portfolio management, riding the yield curve, rolling down the yield curve, yield curve How portfolio returns can be enhanced if the yield curve is expected to remain constant over time.
