Systematic Fixed Income: An Investor's Guide

Fixed income is an asset class that can preserve diversifying properties and add to excess returns via systematic security selection. Dr. Scott Richardson presents strategies for identifying risk and return in public fixed income markets and the tactical and strategic roles played by fixed income in portfolios. This book is essential for asset managers and institutional investors with a professional interest in fixed income markets.

Format: Hardback
Length: 304 pages
Publication date: 19 May 2022
Publisher: John Wiley & Sons Inc

Fixed income, as an asset class, holds immense potential and plays a crucial role in the investment landscape. Fixed Income: An Investors Guide, authored by celebrated finance professional Dr. Scott Richardson, provides a comprehensive and practical framework for investors and asset managers to harness the diversifying properties of fixed income allocation while seeking additional sources of excess returns through systematic security selection. This framework enables efficient capture of both fixed income beta and fixed income alpha.

In the book, Dr. Richardson delves into the intricacies of identifying the relevant sources of risk and return in public fixed income markets. He explains the tactical and strategic roles played by fixed income in typical portfolios, highlighting its significance for asset managers and institutional investors with a professional interest in fixed income markets.

The book explores various aspects of systematic fixed income portfolios, including the implementation challenges associated with liquidity and risk. It sheds light on the systematic return sources for rate and credit sensitive fixed income assets in both developed and emerging markets. By providing a deep understanding of these factors, Fixed Income: An Investors Guide equips readers with the knowledge and tools necessary to navigate the complexities of fixed income investing and maximize the potential returns available in this foundational asset class.

This book is an essential read for advanced degree students of finance, business, and investment, as well as other investment professionals seeking to refine their understanding of the full potential of fixed income. It offers a comprehensive and insightful perspective on the world of fixed income, providing valuable insights and strategies for achieving investment success.

In conclusion, Fixed Income: An Investors Guide by Dr. Scott Richardson is a must-read for anyone interested in exploring the world of fixed income investing. With its comprehensive framework, practical insights, and expert guidance, this book empowers investors and asset managers to navigate the complexities of fixed income markets and maximize the potential returns available in this foundational asset class.

Weight: 576g
Dimension: 161 x 235 x 27 (mm)
ISBN-13: 9781119900139